I'm not even sure it's an insect: the best I can do is identify it as an arthropod. I captured this slow-moving organism and after a period of observation under high magnification, I concluded that it appears to construct a "shell" from miscellaneous particles or debris. With a scalpel, I carefully cut this outer casing open to observe the organism, and the pictures show what I found. It seems to have six legs, like an insect, but is oddly worm-like and wingless. Total length is approximately 1 cm. I do not believe that this is a juvenile/larval/instar form. I've seen several of these where I live, and they always look like this (with maybe a +/- 20% size variation).
Edit: This specimen was found in San Diego County, California, United States.