We had several of these in our house a day Aug-Sept 2009. We call them "Lloyds", as in "There's a Lloyd on the curtain, can you take him out?". They sit on the window screens, and have a knack for getting in the house, and I just get them on paper and throw them out "...and stay out!".
Leaffooted seed bug by: Moni
Your photo is of a leaffooted seed bug genus Leptoglossus. This group of leaffooted bugs usually feed on the seed of pine trees. Seeds fed on look shriveled, deformed, and shrunken, or may have a dark spot or depression at the feeding site.
These are common to see in the fall as they are moving to hibernation locations. Adults overwinter under plant trash or mulch.