There may be weirder looking bugs than the Jerusalem cricket (Stenopelmatus fuscus), but these big (1" to 2" when grown) plastic-looking insects are real eye-catchers. Often you find them when you turn over a rock. Sometimes just the head is visible, shining in a hole. Unless you find your specimen in your potato patch, there isn't any need to kill it (another name is potato bug but there are other things called potato bugs). They aren't found in hordes and they don't do much damage. In Mexico, they are called Children of the Earth, probably because they have an eerie flesh-like look.
So why am I devoting a Saint Report to these things? Partly because I had a heck of a time figuring out what they were and partly because in reading about them I found the answer to a question I had had for a long time: where did those worms in the water trough come from?
One of the Jerusalem cricket sites mentioned that the creatures are sometimes found dead in swimming pools and that sometimes the death can be attributed to drowning but usually the death is due to a parasite: the horsehair worm. This worm is ingested by the host when it is encysted on a piece of plant material and then emerges quickly when it enters the hosts digestive tract and begins to grow within the body cavity.
When the horsehair worm is mature, its presence makes the host extremely thirsty and it goes anywhere it can find water. As soon as it is in the water, the worm explodes out of the abdomen, just like Alien leaped out of John Hurt. And with the same result to the host. The worms mate in the water and then crawl onto some plant to lay their eggs. Of course, if the body of water is a swimming pool or horse trough, they aren't going anywhere unless you dump them out.
Luckily, horsehair worms (which measure from 4" to 4') are specific to insect hosts such as crickets, grasshoppers, and some dragonflies. They can't hurt you or your pets.
Much more information on both creatures is available on line if you do a search. Here is a good Jerusalem cricket page.
Oh, one more thing....horsehair worms are called horsehair worms because they look like a horsehair that has come to life. Jerusalem crickets are called Jerusalem crickets...well, I can't answer ALL your questions for you.