In Winter most of the time the only bugs i find are the pill bug, centipede, and a bell cricket, a bell cricket is underground and a pill bug and centipede are in rocks, dig around when you hear them.
Geoff's strat:
The mole cricket is easy to find once you realize that it is only audible in a
square centered around the cricket. So find out where you start hearing the
cricket, walk horizontally until you can't here it anymore and then go back
halfway. The cricket will be somewhere on a vertical line running through
this point. Do the same thing vertically and the cricket should be at the
intersection of your two lines.