I have a bug hunter. If there's a stink bug, he's on it. If there's a cricket chirping at 1 am, he hears it.
The internet is great for IDing bugs like these. I type our zone in the search, describe the creature, and look at pictures until I can be sure we got the right one.
Here's a shadowbox we made with a little Elmer's glue and a sheet of craft paper.