There's an interesting method using red dye described here:

Here is a link that might be useful: Getting ready to battle cucumber beetles

I tried the red dye method last year. I had a heck of a time finding red dental disclosure tablets, as everybody has switched to Listerine Agent Cool Blue. Your best shot to find it locally is to try mom and pop drug stores or simply make it easy on yourself and order it online.
I soaked a cucumber in the solution, and that seemed to work better than sitting out a dish. It did not eliminate my cucumber beetle problem, however, though it probably helped. How much, it's hard to say because the weather changed.
I'm spraying neem oil this year, and again...it helps, but it doesn't eliminate them. Between the corn, squash and cucumbers, there's just too much in my garden for those buggers to eat. I could nuke my garden with gallons of neem oil, but it also kills bees if they get sprayed, and ladybugs too, I'm assuming.