A lot of the tools in XSI are very good, I've just used an extrusion along a curve here to create the antenna.

Thanks to the 3DBuzz modeling course for Maya, alot of the techniques I use in Maya also work great in XSI.

After looking at the photo again I can see that the eye is part of the shell, or coverd by a thin layer of the exoskeleton.
( just to be correct incase there is the slim chance anyone looks at this post, and starts thinking 'p*&t, grasshoppers don't have shells' :))