I have a bunch of these out on my back porch, and even notice a good bit of them in my basement (dead most of the time, but some are alive) and rarely, in my Kitchen (which also has a door to the back porch). I'm not entirely sure where they're coming from either, or what they are, what they do, etc.
What is this worm/caterpillar-like thing?
Larva of a green June beetle (Cotinis nitida) - http://www.insectimages.org/browse/detail.cfm?imgnum=1440096
No idea why they exhibit this behavior, but have heard of similar observations elsewhere.