Grasshoppers as pets is only something i've tried once, although no doubt at some point I will try it again. They tend to sit still more than crickets, which is always good, although when they do move they are just as good at hiding and mocking you with their "song".
If you are going to keep these don't take many from one place, it can negatively impact the amount in that area next year.

-Care-

Housing
First you need a good sized tank or container to keep the hopper/s in. Those smallish plastic tanks with the lids that have loads of slats and a little see through door to open are ideal, you can find them pretty cheap in places like wilkos and the door makes it easier to feed them without a load escaping and taking over your house. Large jars or old icecream tubs can be used, but that does not really give much room, which is part of what they need to be healthy.

Substrate
Organic potting soil works well, although coir (sterile substrate that comes as compressed blocks and expands with water) can also be used. Personally I think its better to go with the potting soil if these are the only bugs you keep, its easier to get hold of, but if you already keep invertebrates or reptiles with coir then you might as well use a little of that.

Decorations
Twigs, branches, plantpots, bark, small stones, fake plants and real plants can all be used. Give them a quick clean with plain warm water before using them. Any real plants should be free of chemicals and pesticides that could harm the grasshoppers. There is a chance live plants could introduce other bugs into the grasshoppers home, either on the leaves or in the rootball. Real plants in the tank will usually be at least nibbled.

Food
Foods such as pesticide free grass and dandelion leaves go down well, but lettuce, tomato and sometimes thinly sliced carrot and potato also are often happily eaten. Try different foods with yours and see which they prefer.

Water
A plastic bottle cap with a piece of water soaked cotton wool works fine, as long as you make sure it does not dry out.