DH said he would chase the bird around the house, until it died. (he was joking, but I think his is just a big twerp today)
I would wait until the bird calmed down enough, to be able to pick it up and put it outside. This is only if there was enough time to keep all the cats and dogs from getting the bird first.
I have had 2 hummingbirds come into the house, and one of them got stuck up in the skylight. We waited until it was really tired, and got the big ladder to be able to reach the little bird. Fred the hummingbird hasn't come into the house since. He does still threaten me time to time. His feeder is probably too close to the backdoor.