Schizura unicornis - Hodges#8007
(Unicorn Caterpillar Moth) - imm.
Size: approx. 10-15 mm. Photo: 09/11/11, noon.

An interesting caterpillar of a grayish moth. This is the Unicorn Caterpillar (Schizura unicornis). Caterpillars in this genus can spray a jet of formic acid over several inches from a gland in the hump. I found this specimen on a rose leaf and luckly did not experience the formic acid welcome. 

bug guide (these photos):