Have you reviewed the intro to insect life stages page? We recommend this page before continuing on.
Mayfly, Order: Ephemeroptera
If the wings stand upright at rest and there is a small set of hind wings its probably a mayfly. Mayfies can have 2 or 3 tails.
Caddisfly, Order: Trichoptera
Caddis have tent-like wings that are covered with fine hairs. They may also have very long antennae. Go to caddis larva.
Stonefly, Order: Plecoptera
Stoneflies have wings that lie flat on their body when they are at rest. Stoneflies only have 2 tails which are sometimes very short.
Dragonfly, Order: Odonata
A dragonfly’s abdomen is very long and slender. Its wings will lay flat out perpendicular to its sides.