Saw this one today and thought it was a very peculiar looking caterpillar. The following is a brief description.
Caterpillars of this species generally are dark bodied with a red head, 2 black "hair pencils" projecting forward like antennae, 4 dense tufts of hair (tussocks) on the back, and a fluffy tuft projecting to the rear like a tail. Unique to this species are the orange-colored spots along the back and sides. Caterpillars of the whitemarked tussock moth, Orgyia leucostigma, (pictured here) are similar looking but are distinguished by their lighter body color and yellow spots. Looks best on black if you have the time.