I have seen some reference to Pill Bugs and Sow Bugs eating Stink Bug eggs. Have you tried careful applications of Neem Oil? I have also seem some reports that this is helpful.

I tried Neem many years ago and found it did absolutely nothing against whiteflies, aphids, mites or diseases but no I haven't tried it on stinkbugs. Sadly, I have plenty of pillbugs. They seem to enjoy eating lily bulbs. I think they are best friends with the stinkbugs because they both hang out at the same places together...;-)

If you had absolutely no luck with neem then you either purchased an ineffective kind of neem (it needs to be cold-pressed) OR you were watching for an instant knock down, which neem does not provide.

When an effective neem product is used according to label directions, it can be a highly effective part of a good IPM program. I suggest that you find a source for cold pressed Neem and give it another try, if you continue to have a serious problems with the pests you've mentioned.

rhizo...I've never used neem oil and can't say I've even seen it in the stores. Googling it, though, I see that it can be used on the skin? Is this the same one you're referring to for use in the garden?

Actually the Neem product I use (Green Light 70% Neem) is instant knock down for aphids and only takes 3-4 applications to effectively control whiteflies and spidermites.
I'm thinking (as rhizo said) or you must have purchased a Neem product produced from the leaves or bark which will not control insects but is used as external or internal remedies for certain ailments. The Europeans gargle with a Neem produced from the leaves for tooth and gum problems.
The Neem made for insect control should at least be a deterrent for stinkbug. I've only seen and killed about 4 stinkbugs this year but had none in prior years. I'm wondering what next year will bring.

rhizo the insects I mentioned...whitefly, mites and aphids....I have a perfectly good solution for and that is green lacewings. Green lacewings do a great job on those insects. The solution I am looking for is one for Stink Bugs.

Neem is well worth trying for stinkbugs, as mentioned. It works as an anti-feedant, a growth regulator, and may prevent the insects from laying eggs.

Do you know if there is a Neem brand/type that is labelled for stinkbug control? I ask because these stinkbugs are tough as nails. Stinbugs not listed here:

http://www.discoverneem.com/neem-oil-pesticide.html

Apparently because of gross overuse of many of the pesticides available out there Stink Bugs have developed immunities to many of them, so most are not effective at control, a problem becoming more common. There are some Neem products that do list Stink Bugs as one of those they are effective for control, keeping in mind that some Stink Bugs are predators of other insects. If needed possibly one of the pyrethrin formulations could aid in control. Your local office of your state universities Cooperative Extension Service will have information about what has been found to be effective in your area.

Glad I found this thread...
I've got a problem with green stinkbugs in flower/herb bed on west side of house.
With their hard outer shell, they would be hard to "direct kill" using most organic controls. I hand pick as many as I see, but have looked and looked for egg clusters and can't find any.
I think there is a good neem product you can order from Peaceful Valley Farms, but I can't afford it right now.
Next year it will be my one and only "pesticide."
If next year's bug populations are anything like this year's, I'll need it.