I’ll take the easier question first, which is that of exegisis. Yes, like many parthenogenetic species, aphids do sometimes have sex. This may occur through a sort of “alternation of generations,” in which one sexual generation is suceeded by several parthenogenetic ones which are then suceeded by another sexual one. Basically parthenogenesis is good for rapid increase in a stable environment. You can increase rapidly because you don’t have to waste time or energy on such frivolous things as courtship, sex or males. However, sexual reproduction, because it allows genes to recombine in different arrays, is better for coping with a changing environment. With aphids, there are additional complications in that there are both winged and wingless forms. The winged forms colonize new host plants, and they are induced by crowding. Sexual generations, in the temperate zone at least, seem to be induced by changes in day length; when the days get shorter sexual forms are produced, and these lay the eggs that overwinter. The gall midges I mentioned in Cecil’s article are similar; the paedomorphic parthenogenetic forms occur principally when they are colonizing almost unlimited food sources like fungus beds. Once crowding occurs or food becomes short they produce true winged sexual adults, which can disperse and colonize new food sources.
And yes, parthenogenetic aphids are often born pregnant. So a mommy aphid may actually be pregnant (indirectly) with her own granddaughters. "Embryonic development [of her eggs] actually begins in a mother’s body before her own birth, and two subsequent generations may be telescoped within each “grandmother.” (Stephen Jay Gould, Ontogeny and Phylogeny).
Akatsukami, what you say is more or less true, though a bit oversimplified. There is a massive meltdown of sorts in the tissues of a caterpillar when it is metamorphizing, and these are almost completely reorganized to form the adult. I don’t think I would characterize it as “dissolving into mere nutrients”, as some of the organ systems must continue to function in the pupa. I will get back to you with more details.