I'm with Sheila but I take more offensive tactics!!! *
I save up those wide-mouthed plastic bottles too. When I'm actively looking for predators or harvesting seeds I'll start off by pouring a little bit of alcohol or insectide into the bottle. It's easy enough to unscrew the top of the bottle and tap the bug into it then screw it back closed again and give it a few shakes to give the bug a good coating of death!!!
Those sport juice type bottles have nice wide mouths.
* Used to use soapy water to be ecologically friendly but some of those bugs can float around alive on the backs of others for days!
