I live in Sydney, Australia, and just found this strange insect. Unfortunately my dog got to it first though.
It looked sort of like a cockroach, or a cricket, but like none that I've ever seen. It had a large face/mouth with pincers.
Apologies for the terrible photos...!
It is in the family Gryllacrididae (bush crickets/leaf-rolling crickets) - see http://www.flickr.com/photos/artour_a/5597250467/ for an example.
