It is best to tackle grasshoppers when they are in their nymph stage (grasshoppers usually hatch around mid spring). This means that once you realise you have a grasshopper infestation, control will be most effective if you start your main control program in late winter to early spring. You will also want to start companion planting as soon as you realise you have a problem with grasshoppers so that your companion plants are in place before the next pest lifecycle starts.
Predators - a number of beetle species will attack grasshopper eggs (eating up to 60% off the eggs) so ensure you have a variety of plants in your garden and plenty of places where beetles can live. Birds are also good predators so plant plenty of flowering (nectar producing flowers) and seed producing plants to attract them. Some predatory flies as well as mantids and some predatory wasps kill this pest so companion plant to encourage them to your garden. Chickens, Guinea fowl and ducks all eat grasshoppers so let them roam your garden if you keep them. Likewise, if you have a fish pond, grasshoppers make a great treat and also make great bait if you like to fish.
In some countries such as the USA, you can buy a predatory protozoa called Nosema locustae (it's a one-celled parasite) that kills grasshoppers when eaten. It is highly effective over short periods as well as over many years, particularly because dead grasshoppers are eaten by healthy ones and so pass on the infection without the parasite having to be transported or passed on by living hosts.
Barriers - Marrubium vulgare is usually a successful grasshopper repellent and is effective when planted as a border around garden beds. Other plants that can deter grasshoppers include coriander, calendulas and regularly clipped garlic or garlic chives. There are also commercial screens available that can physically keep the pests off your plants but they also exclude many beneficial insects.
Sprays and other pesticides- garlic spray is a relatively effective deterrent but you will need to spray it more regularly than with other pests. The efficacy also varies from species to species. Chilli and eucalyptus sprays can also be effective for some species. Neem oil has been known to be effective at the nymph stage and diatomaceous earth is effective at all stages of the life cycle. In some areas, potassium based insecticidal soaps are available commercially that can be used on young grasshoppers.
Other - traps can be made from jars or milk bottles etc. filled with molasses diluted in water (1:10) and covered with a film of oil (such as canola) to stop bees and other such beneficial insects from being trapped. Digging in early spring can expose buried eggs to predators.