It looks like some kind of cicada to me, specifically the shedded skin of one, but I'm not sure. There's a good subreddit for just this type of thing: http://www.reddit.com/r/whatsthisbug.
huss's forum posts
The PS4 is region free so you could buy it from somewhere like Amazon (US) but I'm not sure if it would work out to be any cheaper.
I wonder how many of those exclusive deals were set up with Microsoft because of their DRM and other policies. I just can't support the direction Microsoft is taking when Sony has shown there is the superior alternative in this respect (also hardware-wise). The Wii U is sort of in its own category and seems like a fine enough system that may eventually have a large catalog of good games.
Yeah, I think the first part is in this Happy Hour: http://www.giantbomb.com/videos/whiskey-media-happy-hour-102910-free/2300-3433/