The ambush bugs are small, stout assassin bugs in the subfamily Phymatinae. The family contains three genera in North America, and the most commonly-seen ones are in the genus Phymata. The subfamily hasn't received as much study as the rest of the assassin bugs, so your best bet for identification is to check out BugGuide's page. Dan Swanson has done some great work to figure out how to identify the Phymata spp., but it can still be tough.
A jagged ambush bug, Phymata sp., awaiting its next victim on wingstem.
Where are the best places to look for ambush bugs? Wherever the fall wildflowers are blooming. Roadsides and sunny fields are good bets, and it's usually worth your time to check out plants such as Queen Anne's Lace (Daucus carota), Goldenrod (Solidago spp.), Ironweed (Vernonia spp.), and Wingstem (Verbesina alternifolia). Ambush bugs prefer to creep around flowers, waiting for other insects to come in and land on the flower heads, and that's when the bugs grab them. Like other assassin bugs, ambush bugs have a proboscis they insert into their prey and use to pump in digestive enzymes. The bug will then stay a while, drinking up their milkshake.
These bugs come in a variety of colors: the picture above shows an ambush bug that's yellow with some green on its abdomen, but this can vary. These bugs exhibit some convincing camouflage, and if you want to find one on goldenrod, you may have to search for a while.
A golden ambush bug, Phymata sp.
Camouflage doesn't always help these bugs, however. You might not be able to see them, but sometimes you'll see their prey held, unmoving, above the flowers. Since dead insects don't have the power to levitate, you can be sure a predator is underneath, having a feast.
You may also encounter another vicious predator while walking through fields during this time a year, though you would barely know it as it flew by.
A gnat ogre, Holcocephala sp.
Believe it or not, the above fly is a robber fly, in the family Asilidae. Robber flies can be over an inch long, but this particular genus contains three species in Ohio, all of which could fit on your pinky nail. They're formidable foes of small insects such as gnats, small bees, and wasps, and are territorial. These ogres don't fear much, least of all humans, which allows people to get up close and personal with them. Macro lenses come in handy here. If the gnat ogre flies off before you can get your shot, just wait a while--it will probably come back and land on the same blade of grass in a few seconds.
There's a lot more out there waiting to be found, and many insects will disappear for the season while others start to emerge. If you want to see the beautiful Eastern Cicada Killer wasp, (Sphecius speciosus), for example, you only have a few more weeks left before it's gone for the year. Get outside and start looking now, before it's too late!