You can order praying mantis egg cases and watch them hatch. It's really cool. I can't remember where I got them but you can google it and find out where they're sold.
My gawd....they're even selling Mantis eggs on ebay!!!
http://search.ebay.com/praying-mantis-eggs_W0QQfkrZ1QQfnuZ1QQfromZR8