We know ours come in from behind the stove - there's a large hole in the plaster where the electrical flex comes through. So we place baits under the stove, in the pantry (they can get under the doors) as well as behind furniture, since as kexkez said, they like to scuttle along walls.
We also spread baits around up in the roof space, since they like to crawl around up there and inside the wall cavities.
I'm going to get some of those thingies to block up the weep holes to stop the little so-and-sos from getting into the house at all in the first place. One ran right past my toes and under the dishwasher early on Friday while I was making breakfast. I screamed so loud, men came running from all ends of the house to see what had happened. They weren't impressed to find that it was "just" a mouse.