Looks like Rick is the winner, I think it's a katydid. One day after I get frustrated and finally start researching it, there's an article in the local paper:
http://www.thestar.com/News/article/260154
They linked to this page with samples of katydids:
http://buzz.ifas.ufl.edu/141a.htm
None are a 100% match, but close enough that I think we can call it. Now to get rid of them...
Thanks for everyone's help! PPOT rocks (at least when it's not about politics! even though I'm sure the katydids are GWB's fault. )
Chris