I have board and batten cedar on my house, and numerous woodpecker holes through the cedar, through the black paper and through the 1/2" 5-ply sheathing. Shotgun works as you say, IF you are home. I found that rat traps, baited with suet, and hung on the house near the fresh hole work well too. I bait them when I see fresh activity, and usually nail (catch) one in the trap. The hole-making stops for awhile, making me think that either I caught the offender, OR the others get the message when they see their buddy hanging there on the side of the house. I too have plenty of trees to make holes in, but the house is probably in their territory and they are staking it out. Lots of research over the years to figure out a deterrent, but to my knowledge, nothing short of removal has been found. Flickers, red bellied, and downy are the worst offenders. I am happy that the pileated woodpeckers around here stick to the trees, and have not ventured to the house. They make serious holes.