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That is a katydid -- they usually stay up in the trees, so you hear them more often than you see them.
I'll try to get a photo if I see them again. I have to admit they intimidated me! Perhaps also some better images with my dSLR and macro lens too.
Thanks for the ID, btw!
Maybe an hour after I took that shot another insect was drawn to the light and got caught in the web!