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Empusa pennata
Mantis
Gypsum based scrub
Both species - Empusa pennata or Phyllocrania paradoxa are the most likely from the location you've found it.
It does look like it doesn't it? Thank you auntnance & everyone for your comments.
Is this the same bug? http://en.wikipedia.org/wiki/File:Empusa...
Much more appealing in silhouette
Try cone head mantis; I ran across a similar image while searching cone headed grasshoppers today.