This couple were hopping along and landed on some gravel nearby. I believe they are Melanoplus differentialis, the common differential grasshopper.
I think the one at the top of the photo is female and other is male. Click on the photo to see a larger view and look at the end of the abdomen of each – the male has a sort of clasping mechanism while the female does not.
The differential grasshopper can be found over most of the continental US. These insects have 6 nymphal instars and these appear to be adults. In these specimens you can easily make out the typically large eyes and short antennae. They have three sets of legs (foreleg, midleg and hindleg – the big ones for hopping).
Just past the head is the pronotum (part of the thorax) and behind that is the large forewing. Beneath the forewing is the spiricle portion of the abdomen.