I've always wanted one of those! It's wierd how so many people fear them. Do you have a map of their range in the U.S., I might go to either Colorado or Texas this summer and want to return with a few. They're cute, big, and colorful at the same time! I heard they could live to five years, but I kind of doubt it.
To donatas_s: He means Stenopelmatus sp., known as Jerusalem crickets; not crickets from Jerusalem (that's what I took your post to mean).