I have found the best way to deal with them is to catch the little devils early morning or at dusk, pick them off and tread on them. I have tried sprays and they don't work. If you miss catching them they fall on their backs in the soil and you can't spot them.

They also come out after a shower of rain, so spraying the lilies with water might make them appear. Mind your shadow though, it only takes your silhouette to go across the lily and they drop to the floor.
Rose Clear (I think it was) was suggested as a means of killing the eggs and grubs, but remember they are under the leaves so you have to spray upwards to get them.
I just remove the leaf with the grubs on myself and burn them.

I've got Provado Ultimate Bug Killer. Its very good and seems to kill everything from lily beetles to mealy bugs. It gets absorbed and acts systemically too. I sprayed my lillies with it last week, picked off several dead beetles the next day and I'm still picking off new dead beetles this week, I guess the new ones are dying because of the systemic effect.

Only problem is I can't remember where I bought it from!

http://www.bayergarden.co.uk/en/data/Products/p/Provado-Ultimate-Bug-Killer-Ready-to-Use.aspx

I also use Provado Ultimate Bug Killer (bought mine at a local garden centre). Its very effective on Lily Beetles.

And just as effective on Bees too!

We had a talk at our local Garden Club last year from the chief entomologist from the RHS. I asked about control of lily beetles and he recommended Provado Ultimate Bug Killer as well. He said to use it just as the weather starts to warm up and repeat every four to six weeks

Thats the trouble with insecticides - it doesn't discriminate what it kills, especially bees and thats why I wont use them.

Everyone says the beetles drop off when disturbed but the ones I found flew away like ladybirds (which they weren't)
Is this unusual?

Steragram, I came across a wee red beastie in the garden last summer. They certainly had wings and flew. Have a wee look here, just incase it's the same one...
http://www.growsonyou.com/question/show/54062

Iv sprayed mine with Provado, No sign of Lilly beatles.
Plenty of Ladybirds on them so i cant see the problem?

They are not flowering yet so aint going to upset the bees?

The trouble with nicotinoid poisons is that they get into the pollen and affect the bees that way. And it does not matter if the plant is flowering now or not, the poison stays in the plant tissues and comes out later to damage the bees.
There is a move to have them banned since they are so dangerous to bees.
I am very surprised at an RHS person recommending something so harmful to a most necessary creature.

I hope Lily beetle hasn't reached Scotland Scottish. I thought they were on their way but not yet there. I had regal lilys for ages years ago, and no problems, then they started to get chewed and eventually died.

Yes the beetles do fly, I caught one of them landing on my plants - needless to say its days were numbered there and then.

Dorjac, I don't think it has reached Scotland yet!! If you had a look at my question - you will see that a couple of folks thought what I had was lily beetle. On investigating - which is where I read that the lily beetle had not reached Scotland yet - I did managed to identify the red insect, which is beneficial.
I offered my response in order that some people, especially the beginners like myself, can learn that it's not only lily beetles are red.

Cardinal beetles are sometimes mistaken for Lily beetles (which do fly by the way). Wish one could add pictures to answers instead of just in a question.
[IMG]http://img.photobucket.com/albums/v172/Berghill/redbeetle.jpg[/IMG]

I agree Owdboggy - Cardinal beetles are also very similar. If you google the words 'red beetle' the lily beetle comes out top of the list. This would probably worry people, I know it did me at first.
Adding pictures to an answer would be a useful resource in instances such as this.