Haven't yet but I think I'm going to (thanks for the idea!), stream ecology background helps a lot, if you have an open creek by you that is pretty clean (low pollution). You can find similar organisms that will work well to. Scuds, leeches, stonefly larvae, caddis fly larvae (just have to take them out of the cases). Just get yourself a kicknet (or make one) or a big aquarium net will work too, kick with your feet with the net behind you.
Check your local laws!
We have pteronarcys out here (WA, ID) which are a giant stonefly larvae, I'm thinking about getting some of those bad boys.