Although resolving phylogenetic relationships and establishing species limits is a primary goal of systematics, these tasks remain challenging at both conceptual and analytical levels. Here, we integrated genomic and phenotypic data and employed a comprehensive suite of coalescent-based analyses to develop and evaluate competing phylogenetic and species delimitation hypotheses in a recent evolutionary radiation of grasshoppers (Chorthippus binotatus group) composed of two species and eight putative subspecies. To resolve the evolutionary relationships within this complex, we first evaluated alternative phylogenetic hypotheses arising from multiple schemes of genomic data processing and contrasted genetic-based inferences with different sources of phenotypic information. Second, we examined the importance of number of loci, demographic priors, number and kind of phenotypic characters, and sex-based trait variation for developing alternative species delimitation hypotheses. The best-supported topology was largely compatible with phenotypic data and showed the presence of two clades corresponding to the nominative species groups, one including three well-resolved lineages and the other comprising a four-lineage polytomy and a well-differentiated sister taxon. Integrative species delimitation analyses indicated that the number of employed loci had little impact on the obtained inferences but revealed the higher power provided by an increasing number of phenotypic characters and the usefulness of assessing their phylogenetic information-content and differences between sexes in among-taxa trait variation. Overall, our study highlights the importance of integrating multiple sources of information to test competing phylogenetic hypotheses and elucidate the evolutionary history of species complexes representing early-stages of divergence where conflicting inferences are more prone to appear.