Grasshoppers are big, high protein meals for many fish, and they love to attack these meaty insects, especially in late summer. Especially on rivers with grass and bushes along the banks, late summer winds will blow these hoppers off course and they land in the water. Big trout and other species of fish lay waiting for them and often explode on them.
Once they sink, even in holes 20 feet deep, big trout will willingly hit a drowned hopper, making an easy meal out of him. An advantage of using live hoppers as opposed to tied hopper imitations is that real hoppers taste like food, so the fish will hang on longer and can be much easier to catch. However, if you plan on releasing your fish, better stick to artificials.
You don't want to catch and use those gigantic large hoppers. Many fish will be spooked by such a large critter. The best ones for bait are the smaller or juvenile grasshoppers. The best size is about 1 to 1 1/2 inch long. Green or yellow are really good.
To catch them, use a net made of fine netting, like entymologists use, or in a pinch you can use an old shirt or sheet. Look for them in open fields, empty lots, in tall grasses along stream banks, or wherever you see them hopping around. They are abundant in most areas in Utah, and probably are eating the leaves off some plants in your garden right now.
One good method to get them is to lay out a fuzzy flannel or wool blanket in a field where there are lots of grasshoppers. Start at the opposite end of the field, and drive towards the blanket. The hoppers legs will get caught long enough for you to grab them.
You can put several dozen or more in a large jar, or for easier carrying streamside, an old pill bottle works great for up to a dozen. Keep them alive.
To rig them up, hook them in the underside of their thorax, which is the middle section of their body where all the legs come out. Run the hook up through the thorax and out the side, then poke it through one of the large hindlegs (the jumping legs). This will help them to stay on better.
You can fish hoppers on the surface, but the best way is to put a small split shot sinker about 18 inches above the hook. Then cast and let it drift down through deep holes behind large rocks and boulders. You'll be surprised at how big of fish you can catch with them.