I think you're right on the genus bayucca, species can be really tough to get it looks like. Thanks for all the links. Thank you Lauren for all the comments.
Tettigonidae, Pseudophyllinae. That's for sure. It could be a Typophyllum sp., a tremendously variable genus concerning color, shape and markings. Try to make a check as well and look at the white spot at the second leg.
http://www.flickr.com/photos/roboelman/6988849169/
http://www.flickr.com/photos/roboelman/6842726594/
http://www.flickr.com/photos/roboelman/6994907919/
http://www.flickr.com/photos/artour_a/4949422125/
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