A few weeks back we had an issue with Japanese beetles in our garden. They came in swarms it seemed. So I did a little research, we are growing everything organically so we did not want to use any pesticides. I read an article about using a garlic spray, which proved to be effective if you sprayed daily. All you do is crush several cloves of garlic and let them soak in some water for a few hours, then stain out the garlic pieces and add the water to a spray bottle. You have to make sure that you spray the plant completely, even under the leaves for it to work.
Another option is to make a spray with castor oil and water, you probably should not use this on vegetables that you are going to be harvesting soon due to the diuretic effect of castor oil.
The last method we used was just to pic them off by hand. The tended to clump together on the leaves and you could grab a whole handful of them at one time. We then threw them into a bucket of water with some dish soap in it. We used just water at first, but they just swam to the top and flew off. The dish soap prevented them from doing this. So those are a few things that we did and they worked really well, especially on the Japenese beetles.