I found a bug, wish I had a got a pic...small, dark brown/black (would fit on a penny..barely) that I swore was a baby preying mantis..but it had wings and could fly..which makes me second guess this, as I didn't think the nymphs could fly. I have an egg case from what I was fairly sure was a preying mantis, so the mantis theory fits, save the wings- any ideas?
I too have thought that nymphs had undeveloped wings so I have surmised that they could not fly. I don't have any ideas now after doing a brief search. I have to down my computer due to a severe thunderstorm that is almost here. I'll check back later.
There are some lacewings that look like Mantis but are actually quite unrelated. These are the Mantid Flies and form the family Mantispidae in the lacewing order, the Neuroptera. Attached is a picture of a species I photographed here in Australia, a Ditaxis sp..
And here is a page of pictures from BugGuide, which includes some brown species; http://bugguide.net/node/view/4796/bgimage