Never caught anything other than a rabbit in the snares. I put them in the gaps in the hedge where the rabbits enter and leave the garden. The rabbits need to be running to get caught and cats tend to prowl and then pounce rather than run through gaps in a hedge. Incidentally, the fact that the rabbits must be running explains why they are killed quickly. The momentum means there is a considerabe force applied when the wire tightens which breaks their neck, killing them instantly. I check the snares at least once a day or when I see rabbits in the garden.
Snares are not illegal - I checked, but I wouldnt use them if I thought they were cruel.