This is a differential grasshopper. They are found in most of the United States, except the Northwest, Southeast, and New England. They are very common in Wisconsin. I see them around my house quite a bit.
We took this picture at the Horicon Marsh. We visited there on September 26, 2010, to do some hiking and look at birds. I saw this bug on the trail and knew right away that it was a differential grasshopper. You can tell by the arrows on its legs.