Karen's method was my method in California. If I found them during the day, I threw them into the street for the hungry crows. My daughters used to throw them onto the roof so they could bask in the warm California sun.
Slug brains are nothing more than a bundle of nerve cells so I suspect their 'pain' is more of a mechanical response thing (you step on them, the nerves say "pull back we are being stepped on"), not pain as we think of it. Stomp away!