Some are beneficial, others may be damaging. Some target weeds, they could be damaging to your daylilies but they might not, it depends on the species and what they breed on. It seems strange if you have a lot of them, that indicates to me a newly hatched batch. If they bred on your daylilies last year I would have thought you had noticed damage, it could be they have bred on something else nearby. They normally don't do much if any damage.
http://en.wikipedia.org/wiki/T...