Had them in the mid-atlantic 3 years ago. Here's a few fun things to do with them:

1) Batting practice with a wiffle ball bat. Flying of course. Lightning bugs may be substituted at dusk.

2) Bait. Fish go nuts over cicadas. Hook 'em at the back of the head and drop them on the surface with their wings still flapping. We had bass, crappie, bluegill, and even carp jumping out of the water.

3) My personal fav. Buy a cheap CO2 operated pellet pistol. Don't bother with the pellets, just use the air pressure to damn near vaporize any cicada on a tree. I call myself the 17 year assassin.

And as always, the most important thing is to just have fun.