Looks like a member of the grasshopper family... I'll bet it's appetite is voracious.
http://www.isledegrande.com/naturepage04-v2.htm
Katydids, grasshoppers and crickets are all in the same insect family. However, Katydids are more closely related to crickets. Their antennae are often two to three times the length of their bodies. They often blend into their surrounding very well and are almost exclusively crepuscular (active from dusk to dawn) to further avoid predation.
Another vote for immature katydid, sort of a cricket that lives in trees rather than on the ground. I don't think this kind usually causes much damage, though soft leaves or flowers might be in danger.
That's the worst thing! I've had those buggers sneak into my GH and take out Mexipedium buds and ovaries. Slugs are definitely worse, but when they go after the flowers its time to die!!