Creatures on my Broccoli

I've been trying to grow my own food, blogging about it here under the heading Grow Your Own Food, GYOF, and tweeting about it too under #gyof. I'm trying to learn more about growing food so that each year I get better and better at it.

Lately I've been noticing something has been eating my broccoli plants, making little holes in the leaves. Today, I was out in the garden (late September here in Chicagoland) and there were so many caterpillars on one leaf, I could not help but notice them. Then I started looking more closely. I ended up pulling and brushing off any critters I could find, after taking pictures! So, here are the pictures, If you know the names of these creatures and can help me learn about them, please add a comment (you'll have to log in or create an account), I'll appreciate the help.

I think there are caterpillars, little white bugs and maybe caterpillar poop, or eggs?!?

Picture 1. Lots of Caterpillars

Picture 2. Light green caterpillar and white insect.

Picture 3. Close up of white bug, and can see the  thin yellow stripe on the caterpillar.

Picture 4. Tons of what at first looked like dust on a leaf, might be lots of those white bugs.

Picture 5. What are these tiny slimy green balls, caterpillar eggs, poop, or ...?

You should be able to click on each picture to see a bigger picture, and then you can probably zoom in on that bigger picture.

Thanks! -Cathy