I've caught or killed 3 of these in the last 2 weeks, and they seem to love weed as much as I do, because they're always on a leaf when I find them.. I apologize for the picture quality, had to catch it between 2 clear plastic cups, because they can fly Photo Album - Imgur
Thats called a stink bug because they stink when you crush them. They eat plants but I believe they also eat other bugs.
I read that they suck the juices out of a plant. If you start seeing dead spots on the leaves you'll know it's them. If not, I'd let them be......because they do eat other harmful bugs like caterpillars. It said they suck the juices out of them as well.