These beetles are tiny beetles in the ladybug, or ladybird, beetle family Coccinellidae. The adults have the general shape of ladybugs but usually lack the bright colors and spots. The larvae are fluffy, white, and actually resemble mealybugs.
The most famous of this genus is the true mealybug destroyer, Cryptolaemus montrouzieri. The adults and the larvae both feed on mealybugs and other scale insects. They have been effectively introduced in several areas as successful biological controls. One insect can consume over 200 mealybugs in their lifetime!
Usually available year round, but do best in warmer months.
Cryptolaemus montrouzieri is endemic to Australia, but has been introduced to countries all around the world.
Depending on your area, these generally will not fly into your garden. They are usually purchased through biological control companies and then released.
If you are lucky and live next to a citrus orchard or other scale-infested crop, you may just happen to get a few in your yard. However, these generally need to be purchased in large quantities. You can try and get them to stick around in your garden by providing flowers for pollen, as that is a favorite food too!
Please remember that the larvae of this species look very similar to mealybugs. Know your bugs before you start destroying them! Also, especially when applying biological control insects outdoors, keep in mind you will likely need to release a steady supply throughout the year.