Are you lucky enough to live in a place that doesn't have infestation of stink bugs every year? Unfortunately we've been dealing with them for quite some time! As I've struggled with keeping them out of the house I have learned quite a few things that work... and a few that don't!
One of the things that helped was getting new siding on the house! No, I don't recommend this for everyone! In our defense the wood siding that was on our house was about 25 years old and badly needed replaced for other reasons! Effective, yes! Practical, no! Only get new siding if you need it.
However by getting new siding we found out that some stink bugs were getting into our house through the attic crawl space so we had to address that.
One of the things I tried that didn't work was sprinkling diatomaceous earth all around the entire outside of the house. Stink bugs don't crawl up to your house and then crawl up the house and get in. They fly and land wherever they want and try to find a crevice to get in. So anything working on the perimeter of the house will not work at all.
I found a mix of keeping them out and getting rid of the ones that were inside the house already was the easiest way to keep the stink bug infestation down to just a random one or two a week. Still annoying, but not so bad!