This one was a doozy! I actually found it crawling into the bug jar (maybe it had heard how well you're fed there!) and was totally stymied. I figured it was a caterpillar of some sort but since there were so many strange.. err, distinctive characteristics I couldn't use my normal search methodology (ie, Google). So I did the next best thing: I snapped pictures and took them to a nature program we were signed up for. And thanks to the knowledgeable instructor and three books on moths and butterflies, I finally had an ID: the larval stage of a moth in the family Lymantriidae, otherwise known as a Tussock moth, so-called because their tufts of hair are called tussocks. 
Interesting facts: Lymantria means "defiler" because the moths are known to defoliate forest trees. The Gypsy moth alone causes millions of dollars in damage every year. Also, many of these caterpillars have sharp hairs that can sting, so don't pick them up!
