I agree it is much better to positively identify the insect before you act. Some are beneficial and should be encouraged. Knowing what you are doing is better than following a general rule of thumb such as "If it moves slowly, it eats plants. If it moves fast, it eats things that eat plants". In general, a rule of thumb may be a decent guideline but in this case, I consider squash bugs to be able to get to their hiding places pretty quickly when I'm trying to catch them, especially when there are dozens or more, and many things that move fast lay eggs that become things that move slowly, like the cabbage moth.