Determining whether or not crickets are harmful really depends on what you define harmful to be. There are three types of crickets commonly found in the United States: camel crickets, house crickets and field crickets. All of these crickets have a mouth and they can bite, but honestly it's quite rare. They generally prefer to hop away. Just in case you were wondering, no, they're not circling around to attack you from behind. Crickets have no interest in gnawing on your flesh. So does that mean they're harmless? Not if you consider extreme mental duress harmless.
At first you're like, "this is kind of nice," but as the hours turn into days you're ready to take a sledgehammer to those walls. They don't stop! They go on and on and on and on, burrowing their way into your psyche with malevolent purpose. It's worse than your seven year old son practicing for his strings recital. So, THE answer to this question is, yes, crickets are harmful. After a weekend infestation you'll need to see a shrink for months, and who knows if you'll ever be the same again. Okay… maybe I'm exaggerating, but if you've ever had an infestation of crickets you're nodding right now in agreement, aren't you? Three days of sleep deprivation sticks with you.