I'm not enough of an entomologist to know what species of insect this is, but I do know that it is a katydid (Family Tettigoniidae), although I used to refer to them as grasshoppers when I was little. Given that there are about 6,400 species worldwide and about 255 in North America, though, it'll take a bit of work to figure out what this one is. (If you happen to know the species identification, please speak up in the comments).