I didn't know that's what they were called either until I saw your post and checked out Cornelia's link. We've seen them around here -- cool looking little bugs -- but are they harmful to you or your plants?
A few Springs back, we had Asian beetles with a vengeance (they look like ladybugs but are more orange). They tend to be "stink bugs" -- if you crush one, or god forbid, get one in your mouth (they sometimes go in the water glass at night, and when you wake up to take a drink...), it's really nasty. But we researched them and learned that they are actually great for our houseplants as they eat aphids and other parasites. This year, we're seeing lots around again.
Last September/October, honeybees came into our house in the hundreds. They were all over the place, but mostly in the kitchen. They never stung us, but they were sometimes annoying, crawling around on our glasses or in our hair while we were trying to work in the kitchen. The only bad thing about that was that we kept having to dispose of the bodies -- dozens every day.
As long as insects aren't actually hurting us or our plants or animals, we're willing to put up with some annoyance. We may not understand their role in the greater scheme of things, but they probably have one.