Nothing special. I usually shoot them in the head with one of my high-powered air rifles. (I used to use CCI CB caps, because they were quieter than regular .22 bullets, but air rifles these days are powerful enough for most critters.)
For other critters such as raccoons, or especially fox or coyote, I just don't take any chances. One of these trapped critters will take your leg off if given a chance. A .22 to the head is the preferred way to do it, preferably through the top of the head and out the lower jaw so that it leaves only one hole in the pelt. I will usually club a raccoon or fox so as to leave no holes, and shoot a coyote.
For muskrats and any other critter trapped in or near water, a drowning rig is used. It prevents wring-offs or chew-offs for muskrats, and I really think it's the most humane way to dispatch these animals quickly.
Bait for rabbits is pretty simple. I like apple slices with a little apple essence on top. (This is one of the few times I recommend placing the lure on top of the bait.) Carrot tops also work well, perhaps with a few drops of fennel if you happen to have some around. In winter, you might try corn on the cob or hay, especially alfalfa.
Keep in mind that skunks and opossums are pretty dumb, and may not figure out that your trap is only for rabbits. Be prepared to deal with whatever you may catch.
Onward and upward,
airforce