Heather, could it be Box Elder bugs? I put a link below with a photo and some info.

If they are Box Elders, you can kill them by spraying them with diluted liquid dishwashing soap.

They don't do a lot of damage, but they are a nuisance and if they're near the house, they will try to move in when the weather turns cold.

V., who knows these guys all too well!

Here is a link that might be useful: Box Elders

Haether wrote;

"They seem to be killing one of my Rhodies"

What exactly are they doing to stress your Rhododendron, are you seeing "leaf notches", "fress" , drooping leaves, total branch dying??, etc.