I finally discovered the identity of this little flying lobster....It's actually a hummingbird moth. I found this picture at http://www.fs.fed.us/wildflowers/pollinators/pollinator-of-the-month/hummingbird_moth.shtml
I used to see them buzzing around my bee balm, when I had a real garden. This year I'll be gardening in pots so I can move them when the time comes.