Standing Watch

The pitchfork / shovel method. Essentially, wait till you see it moving (throwing up a mole hill), creep over, and have a stab. If you have an inordinate amount of time on your hands and enjoy sitting in the garden, why not…?
 
An upgrade on the pitchfork method is to substitute for a shotgun / air rifle. Aside from the obvious licencing and safety issues, this is probably another poor way to deal with moles.  
 
 
You will need a lot of spare time, luck, and the ability to creep up very quietly.  

Remember that the penetration of lead shot into earth is not very good! (Think about soldiers hiding from machine gun fire behind sandbags...) Unless he is right at the surface it will be a futile exercise.