CindersMyGirl --
They WILL harm your trees. ALL your trees, a few weeks after they are gone, will have the last foot or two of the branches dead, leaves brown, and falling off.
The Cicadas have some "tool" in their abdomen which puts slits in branches that are about 1/4" in diameter, and then they insert their eggs. The slits they put in are in a row, like every 1/2 inch or so, maybe 10 slits or so long (if I remember correctly), sort of like this:
___ ____ ____ ____ ____ ____ ____ ____
These "egg slits," then, end up in most cases killing the branches. Again, the branches they use are small in diameter, so any mature tree just loses tips of branches and then they end up fine. Small trees, though, might be injured more seriously...
Steve