I think you are correct it is a grasshopper, it was short and chunky with very long legs relative to body size. Unfortunately, this was prior to me purchasing a camera, when I still was taking photos with my iPhone.
Looking at this, I think it is a grasshopper. The antennae are to short and thick for a Katydid.
You don't happen to have any other angles of this insect (like a side shot)? It's hard to tell but I do think it looks similar to Metaleptea brevicornis - Clip-wing Grasshopper:
http://bugguide.net/node/view/7478
That's the closest I have found at this point.
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