I was outside in my yard late last night and saw these moths fluttering around my Agave. One landed and I got a good close up look at it. They really are very cool looking with their antenna and wing markings.
I will try to get a photo soon (didn't have my camera handy last night) but here's a pic from the web. It's called an "Echo Moth"....
Edit:
Just looking some more on the Web and they show this caterpillar as the larva stage of the above moth. I've been seeing these caterpillars ALL OVER the place the past couple weeks so it all makes sense now. Nature is incredible, isn't it?