Unfortunately, lubbers are difficult to deal with once they infest your yard. So start by evaluating the area around your yard --- are there unkempt, weedy areas such as ditches where the insects are breeding? If so, keeping those areas mowed can help force the grasshoppers to find other territory to live in.
If populations aren't large, you can wear gloves and hand-pick the insects, dropping them in a bucket of soapy water. That should kill them.
Some insecticides, such as Sevin, can be effective on the insects. But the problem is they have to come into direct contact with the bugs --- so in many cases, dusting or spraying your garden won't help a lot. That said, it may help a little, especially if you don't have large populations.
Other than that, there aren't other good solutions I've heard of. I'm afraid this is one of those situations where there's no magic bullet.
---Justin, Senior Garden Editor, BHG.com