Your examples are all pretty good.
'I caught him smoking' would also have that 'He was in the act of smoking when I arrived' idea, as well as the 'naughty' aspect.
That is probably the best word for those situations. Maybe 'just caught the bus' would be a better order to reinforce the urgency.
In terms of other uses of 'caught' there is also the obvious - 'I caught the ball'. Also 'I caught a cold', and 'I caught on as soon as she mentioned her father'. 'caught out' is a phrase meaning needing something like a toilet, when there isn't one around.