"Here" is San Diego, CA in a zone that rarely have frost, yet mild summer temp.
First observed this seemingly dainty creature on the wing. I havn't dropped acid for about 40 years so what looked like a "fairy" was an insect. My first look (no more than a few seconds) supposed a mantis.

In FLIGHT the body and legs are held absolutely linear with the front pair of legs straight forward, fore-leg segments tightly folded, and two pair of hind legs straight backward. Suprisingly fast in flight and agile in take-off and landing. Appearance is definitely deceptive!

When finally contained and not threatened to fly away. Showed interestingly similar behaviour to mantids.

1)Moving AT the fore of the creature (with a finger) it simply wanted to mount it like a waving branch. More vigorous "prodding" motion caused it to duplicate somewhat of the "praying" posture of Mantids.
2)When moving nearby the insect it would display the rocking movement that Mantids (and many lizards) display.
3)Another behaviour was one of camaflage where upon landing after a flight would clasp closely to a stem or twig where its body has almost no contrasting features from the twig unless closely inspected.

Unfortunately my cameras close focus capabilities are inadequate. I did manage to get pics but the insect is the one in tom murray's post. Notice the three pale bands hi-lighted by darker bands most notable on the hind pair of legs. This looks like a good diagnostic feature. These are not apparent in the other posts. Also there was no reddish markings nor reddish eyes as in another post.
I believe there is another species or a variant in the other posts.

Identified from specimen by Donald Chandler.

Thanks Jim and Don! It's my first Thread-legged Bug.
Don, I'll save it for you.

(or Hemiptera) has Jim as indicated. Close to the Reduviidae - Once in a separate family but now in the Reduviidae I believe. If you still have it I would like it.