Thanks for all the interesting replies.  The pesticide issue is one reason I
think raising them yourself is important.  Even though we don't use any
chemicals in our yard, the neighbors certainly do and the ants that wander
into the house (I'm in Texas too until next week, then CA) could be full of
horrible stuff.  I would be interested in a discussion about raising organic
grasshoppers and I'd like to hear more about the formic acid/formaldehyde
connection because I have multiple chemical sensitivity and formaldehyde is
one of my worst enemies.  Thanks again.

Kerry