This is a composite of two images from the guide of the heads of Dicromantispa sayi and two of my images--two different mantidflies from the UTK Biological station near Gatlinburg--possibly Leptomantispa pulchella, or possibly a variation of Dicromantispa sayi.
To me, the difference in pattern on the heads look very different, with a broad brown band distinctive in the mantidflies from Tennessee. The Dicromantispa sayi have lengthwise stripes on that part of the head--between and extending behind the eyes.
At lower right is a cropped image from a figure of Leptomantispa pulchella from Cannings and Cannings, 2006, The Mantispidae (Insecta: Neuroptera) of Canada (PDF). I think the head pattern (as much as it can be seen!) resembles the pattern of the mantids from Tennessee, but it would be nice to have some more definitive information. D. sayi appears to be so variable--it is difficult to say anything looking at images here. I hope to get some input from John Oswald or other experts in the future.

Original images:



Edit: Dr. Kevin Hoffman, author of genera Dicromantsispa, Leptomantsispa, etc., informs me via e-mail (11/21/08) that the lower two are, in fact, Leptomantsispa pulchella.