First: Make sure you are using the correct size traps. 5x5 is the best, but I catch a ton of them in 4x4 and even 3x4 sized traps (grays). Using coon-sized cages is very ineffective.
Second: Try to find what they are eating at the site. Use it, with a good commercial squirrel bait applied. NB Squirrel & Rodent paste bait from WCS is one of my favorites.
Third: If using small cage traps, make sure they are securely fastened down. Squirrels will approach from the sides or back, and often scoot the traps around while trying to get to the bait. They will also almost always climb on top of the traps before going in. If the traps wobble, they seem to be spooked off. I have observed this many, many times. All my squirrel cages are mounted to boards with quick clips, or if set on flat areas I'll use some type of heavy object to stabilize them. Your misses will be greatly reduced if traps are secured instead of just setting on the ground or rooftop.
Fourth: Set on location. Travel routes to the den site or feeding area are usually easy to figure out. Don't try luring or baiting them to the trap. Just place the traps where they are already going!
This pic was taken 40 minutes after setting up this job. Baited cage traps on the gutter leading to the den hole they had gnawed through the fascia board. Spring-hook trap holders by Fields Development. (Doug Fields)