Keep them if you can and get a hive box, as others have said. What is most problematic (other than aggressive behavior) is if they decide to build a hive within the structure of your house. Getting rid of them may require tearing down drywall and cleaning out any honey that they've produced before sealing up, otherwise a new colony may be attracted to the residual honey.
On the other hand, my next-door neighbor relocated an existing hive (for honey production) to his yard earlier this year. He was worried that we'd be upset by the bees. Not! My Holiday avocado tree, which has never set more than 4-6 fruit/year in over 10 years that I've had it no matter what I've done, this year has scores of baby avocados.
If you absolutely must kill them, malathion works. I previously lived in very urban area where bees would be a big problem, and wound up with a colony in my open compost pile. I purchased malathion concentrate in a hose-end sprayer and sprayed the pile during the evening (after dark, when bees are less active) from about 20-30 feet away. It worked very well and no one got stung.
Today, I would call a relocation service if I could not keep a hive. But I keep some malathion around in case of an emergency.
