It's a Western Conifer Seed Bug...

According to Daniel at http://whatsthatbug.com/, my bug is a Western Conifer Seed Bug. I sent him a photo yesterday morning via his web site and that's the answer he sent me today. They are slightly different than the leaf-footed bug, but related.

Here is more info, if you're interested... http://www.ento.psu.edu/extension/factsheets/western_conifer_seed_bug.htm.

I opened one of the windows in our bedroom this morning while I was exercising, and there were half a dozen of these bugs on the sill outside the screen. I could also just barely see the back legs of one hiding under the window crank! I guess he's found where he's going to hibernate over the winter!