I have found grasshopper spore, Nosema locustae to be an effective, long-lasting (years) solution to grasshoppers. The material comes in flakes that are spread lightly around the property. The grasshoppers eat the flakes, become sick, and either die or are eaten by other grasshoppers, helping to further spread the disease. The spore is not very expensive, and easy to apply. The amount in even the smallest of the containers you buy may be sufficient to not only treat your garden, but also adjacent areas. I spread this material about 14 years ago on our property (a number of acres), and have not had grasshopper problems since. The spores seem to have a long-term persistence in the garden ecosystem.
Renais

http://www.gardeninsects.com/grasshopperbait.asp

It's most effective if you can locate the "hatching beds" where the babies emerge, and spread it around the perimeter and grassy areas.

keeping the grass short always helps.

Renais1 has posted very good advice.
Insecticidal Soap, and many other acceptable organic materials, fall in the dreaded "chemical" category.
Some will tell you to leave your grass long since the 'hoppers will stay in the long grass and feed rather then expose themselves to the more open area of the garden.

Here is a link that might be useful: organic grasshopper control