If you don't mind downloading 25 Mb, you can see the short video I took of the cicada who attached herself to my screen while I was working yesterday. To get the full experience turn your speakers up to 11. Those things are ridiculously loud.
They start to come out in Northern Illinois mid-June, and by mid-August they're everywhere. Then, suddenly, around Labor Day, they disappear for another year.
Someone has a cicada blog you might want to check out, if you're into cicadas.
By the way, Chicagoland, next year is our big cicada year, when Brood XIII pokes out of the ground mid-May. In 1990 they not only poked out of the ground, they covered it, generating a noise that can't be described.
I love these guys. Their buzzing just says "summer" to me.