This contraption catches ALL manner of bugs, and doesn't kill them. During the spring and summer, this hangs at the far end of our front porch at night, and then the birds get the contents in the morning. It is a bit pricey, but it serves two purposes (which all things must do around here, at least), and it lasts a very long time. We have had ours for over five years, and have only had to replace the lightbulbs once.
You can buy this bug catcher at Hammacher Schlemmer, which is a fantastic company that stands behind their products forever. Hammacher is American born and raised, has been around since before the civil war, and guarantees whatever you buy for the rest of your life. I receive nothing for this post, I just really like this little tool.