I am always afraid of hurting them when I have to catch them so catching them is never fun. You just have to go for it. I try to catch them quickly, but at the same time I take my time to wait for the right opportunity to grab them. It is kind of like deer hunting. A big buck walks out and you...
This is a pretty good explanation of how I catch peafowl and why I don't use a net: http://bamboopeacock.com/Catching_Peafowl.html
Basically, before when I tried using a net I would use a fish landing net like what you might find at Walmart in the fishing section. I didn't like using a net...