Mystery solved (I think!)...

I think I've identified the bugs that are on our house and, in some cases, in our house. They are related to the stink bug, which is why my friends thought that's what they were.

Here is the bug I photographed:
And here are a couple of photos that I found on the web...

They are called leaf-footed bugs because their lower legs usually look like leaves. Here is what it says on the Ohio State University web site:

"Certain bugs may become a nuisance in and around the home or cause concern especially when individuals are found indoors. Homeowners may confuse them with some harmful insects associated with the home or humans. Actually, most bugs live outdoors, feeding on plant sap, seeds, fungi and fruit juices with their piercing-sucking mouthparts. Some bugs do feed on the blood of humans and animals, but the great majority are of no direct economic consequence to individuals. They do not cause damage to the household, infest the pantry nor eat fabrics or wood. They do not reproduce indoors. Many accidentally enter the home through windows, doors or other small openings, sometimes near night-lights. Others may enter to overwinter. Many bugs have scent glands on the side of their body used in secreting odors."

Western Pine Cone Leaffooted Bug
"Adults, nicknamed Pine Seed Bug, are about 3/4 inch long, elongate, moderately heavy bodied (resemble squash bugs), reddish, dull brown with a faint, white zig-zag straight line across the center of the wings. The hind legs are flattened (leaf-like) at the tibiae with a white dot on the upper side. They have well developed scent glands with odors pleasant (like pine) and not so pleasant. Individuals can become a nuisance when crawling up the sides of buildings during the autumn months (September and October). Sometimes, they cluster in small groups of five or so, with as many as up to 100 on one house at a time. Bugs can take flight readily and can make a buzzing noise if disturbed. Some overwinter in the house and re-emerge on warm, sunny days during the winter and spring months. The nymphs (immatures) feed by sucking nutrients from the seed cones of pines, Douglas fir and incense cedar. This feeding damage does not hurt the tree, but reduced seed production may result from heavy infestations. Usually a single generation occurs each year. "

We certainly have a lot fir and pine trees on our property, so I'm sure that's why they have decided to hang out around here...