What is the best way to rid beetles that are eating the leaves of my outdoor plants other than using one of those beetle bags

Identify the beetle through you local state agriculture dept.

Insecticide with an active ingredient containing permethrin available at hardware stores, or organic soloution using products containing rotenone. http://homeharvest.com/insectdusts.htm

Biological control using bacillus thuringiensis, var. san diego.C
Olorado Potato Beetle Beater
Controls the tough Colorado Potato Beetle larvae, as well as selected leaf beetle larvae and adults, naturally. Use 1.5 ounces per gallon of water. New, improved formulation is micro-encapsulated for longer lasting control. Liquid concentrate. Contains bacillus thuringiensis, var. san diego... 5.6%. http://homeharvest.com/bt.htm

Releasing predatory inscets early in summer can provide a managed control program through out the season. http://www.natural-insect-control.com/benins.html