Praying mantises are great for the garden. They are carnivores, eating beetles, roaches, grasshoppers, even moths and moth larvae. All things that are very destructive to the garden. While they only live for one season if you're lucky enough a fully mature female will lay an egg casing in your garden and the cycle can start all over again.
As you can see from the picture (which I took, I'm so happy that one actually came out well), they are very small. They were less than 24 hours old when I took the picture and about the size of a grain of rice (if rice had long cricket-y legs that is).
Welcome to the neighborhood guys! Hope you find lots to eat.