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.
To learn more, go to The Mayfly Keys

Caddis have tent-like wings that are covered with fine hairs. They may also have very long antennae.
Go to larva.
Go to pupa.

Stoneflies have wings that lie flat on their body when they are at rest. Stoneflies only have 2 tails which are sometimes very short.
Go to stonefly nymph.

A dragonfly's abdomen is very long and slender. Its wings will lay flat out perpendicular to its sides.
Go to dragonfly nymph.

Midges have no tails. The wings of midges lie flat on their body like common house flies.
Go to midge larva.
Go to midge pupa.
Go to midge keys.