Broccoli - good bug or bad bug?
Looks like aphids, but I can't be sure without seeing them close up. Look at them, and see if they have projections off the back--like tail-pipes.Look at this photo so you'll recognize them. http://www.extension.umn.edu/garden/insects/find/aphids-on-deciduous-trees-and-shrubs/img/2-aphid-co... Those are cornicles, and aphids are the only insects that have them. Aphids are pear-shaped, like what I see in your image, and can be a lot of different colors from whitish, green, yellow, brown, to black and everything in between. You can probably get rid of them with a strong stream of water. WSU's Hortsense has a great fact sheet outlining your options.
They are probably not the ones making the big holes in the leaves, though--those are probably a caterpillar--the cabbage looper or imported cabbage worm. Here are Hortsense's fact sheets on those insects: