I don't know what might kill the little monsters once they hatch, but do know that Milky Spore will kill the grubs.

From the link below:
Safe, Natural Grub Control: Produced to USDA standards, milky spore is the safest material ever developed for control over the larvae (grubs) of Japanese Beetles. It is a naturally occurring host specific bacterium (Bacillus popillae-Dutky). Milky Spore is not harmful to beneficial insects, birds, bees, pets or man and is approved and registered with the EPA.

Sue

Here is a link that might be useful: YardLover.com: The Milky Spore Experts

Four o clocks also kill them. I have several and I find dead beetles under them.

Spray the roses down with a simple solution of 1 tsp dish soap to 1 quart of water. I did that on my hibiscus last year after they made swiss cheese out of it and they left immediately. Seems they hate having their mouth washed out with soap as much as I did when I was a kid!

Tracy

I dosed my yard and my neighbors' with Milky Spore last year. I haven't been able to notice a difference yet. I understand it may take several years to see a difference.

Thanks for the tip, Tracy -- I'll have to try that. My yard is small enough that I usually pick them off by hand into a container of soapy water.

Tracy,
I tried the soapy water, mine laughed at me! I tried a liquid spray, I think I get better results by drowning the little monsters than by any pesticide.

Squeeze them with your fingers til they pop and you get that sticky amber goo on your fingers. Yuck! I have been doing that, using Sevin on the plants I don't want to taste Sevin on at harvest and shaking the bastards off whenever I go outside.

Alison,
I am trying your method, they do seem to die right away in the soapy water. Stupid little monsters, they keep going back to the same areas, and I keep knocking them into my "death bucket".

I've been dealing with a terrible infestation this year; our 3.5 acres are just covered, and they've actually denuded the bottom branches of some of our ornamental trees. They've also gone after my beans and my Echinacea with a vengeance. I hand pick as many as I can, drop them into clean water, and then feed them to my 4 hens, who LOVE those little icky beetles!

I did find a tip somewhere online about trying baby powder on plants favored by the JBs, and it works! I do it every few days on the pole and bush beans, and as long as I keep up with it, they stay off. Unfortunately, it doesn't keep the greedy grasshoppers off of my heirloom Sunrise Serenade morning glory...sigh...

The Japanese beetles are finally mostly gone for the year as of this week. They decimated the leaves on my grape vines and attached my roses so bad.

I know they are gone because there are some roses open and intact. On 8/8/08 they looked like this:

I've used the Spectracide Bag-a-Bug with MUCH success. I would have no grapes without it. (I know they are ugly.. but worth it)

Here is a link that might be useful: Bag-a-bug at Tractor Supply

I have a solution and it is beneficial nematodes or parasitic nemamtodes.They are called parasitic as well because they seek out and feed off the live bodies of harmful insect larvae i.e. japanese beetles and others although I admire them for their otherworldly iridescence they basicaly suck and here's what I did to MURDER them. I purchased some Grub-Away nemamtodes from www.gardensalive.com they come on a sponge and when you get them they are ready to go you can put them in a sprayer hose end, or use a watering can which is what I did, for about 19.00 you can treat about 250sq. ft I treated last in 2006 and have not had a problem since. I know for a fact that they work because my son who was 6 at the time decided to crush a grub with his fingers and when he did he discovered other bugs inside that one.Ewwww, gross! cool. any way check it out and you will not be sorry..
Also,I put them out on a warmish but rainy day it makes it easier for them to get where they need to go that way. No bug bags no other crap to deal with just absolutely NO japanese beetles.
Bright Blessings and enjoy 2009 growing season