Green caterpillars

They are wrecking my vegies :-(  I've tried organic sprays and repellents but they keep coming back. 

I don't want to resort to pesticides if I can help it, but I don't want them to keep destroying our first attempt at growing a full winter range of vegies.  There are hundreds of them, literally! And every day I go out and find a hundred more. My patience is wearing thin!  I did find this helpful website though http://www.gardeningknowhow.com/problems/worms-in-broccoli-caterpillars-in-the-broccoli-head.htm

Strangely enough, they are leaving my lettuce alone and it's growing in abundance!  I'm not really a green thumb, so I'm assuming there is just something about these leaves they don't like??