Take a look at this article How to Control the Brown Marmorated Stink Bug
Presently, there are no viable
strategies for control of the Brown
Marmorated Stink Bug. The use of
insecticides has very short-lived
effect and there is evidence of
resistance development. Even where
insecticide is effective, repopulation
occurs through migration from
non-treated areas. In addition,
on-farm insecticide use is not ideal
due to disruption of integrated pest
management programs.
Homeowners
Do your best to prevent
them from entering your home.
Placement of screens over windows,
doors and vents, removal of window air
conditioners and caulking cracks in
windows and doorframes will deter the
adults from entering. Removal of
window air conditioners is important,
as numerous BMSB will enter this way.
If small numbers occur indoors, they
can be removed either by hand or by
using a shop-vacuum.
If large numbers are observed or have
been observed in previous years, you
may wish to contact your local pest
control company who can do a perimeter
pesticide spray. This must be done at
the appropriate time (when the insects
first appear) and control may be
difficult to achieve. It is important
to consider the effects of pesticides
in your home before any pesticide
applications occur.
It seems the best method of control is prevention, here is what the Stink Bug Guide has to say about controlling stink bugs...
The easiest way to get rid of stink
bugs is to never have them in the
first place. Prevention is key to
controlling stink bug infestations.
Typically, they are attracted to light
and heat reflected off of the house.
Turning off the light at night during
summer and fall nights can help reduce
the number of stink bugs attracted to
houses. Other methods of prevention
include: sealing all windows and doors
tightly, caulking any cracks and holes
around the house, removing window air
conditioning units, and treating the
exterior of your house with chemical
repellents.
Keep in mind that they lay their eggs on the underside of leaves. If you have any plants that you leave outside in the summer and bring inside in the winter, make sure you check the plants for eggs before bringing them into the house.
You can try contacting a professional exterminator, but from what I've read infestations typically reoccur.
As you may already know Don't Squash them! If you do you will quickly find out why they are called stink bugs!
The closest match I could find is the Toe-winged Beetle. 2-16 mm in size. Large antennae, mainly a tropical, outdoor beetle. Your example looks to be about 2 mm.
http://bugguide.net/node/view/13057
Best Answer
It's a kudzu beetle. Invasive species from Asia.