Excellent shot! This is a lily beetle and is thorough pest! Their grubs eat lily leaves and buds and even a few of them will seriously damage your plants. The grubs defend themselves by covering themselves in their own faeces. The good news is that you don't need insecticides -- although the beetles can fly their usual method of escape when they see you is to drop to the earth. Hold one hand underneath then try to grab it between finger and thumb (they don't bite or sting). No matter how quick you are, half the time they'll drop into your hand before you catch them. I leave disposal method to you (I drop them onto concrete and crush them instantly with a stone.
Really nice photo, but if you don't kill these beetles you'll have no lilies to photograph next year!