These little things are stuck to the walls all over the outside of the house. Walls, awning, even the screening on the porch... they don't seem to care. What are they? And more importantly, are they the good guys or the bad guys?
They are bagworm moth caterpillars, so named for the "bags" the larvae create around themselves (family Psychidae). There are many, and some occur in large enough numbers to be considered pests when they devour a hostplant.
That is a Bagworm or Case-moth. The moths of the family Psychidae have caterpillars that build a bag to enclose themselves and then decorate it on the outside with camouflage of fine sticks or dry grass. They move around and feed entirely in their bag. In some species, the female is flightless and never entirely emerges from the bag. http://davesgarden.com/guides/bf/b/Lepidoptera/Psychidae/none/none/genus/0/
I can't tell you the species of your bagworms. It is hard to identify them from the bag stage alone.