Umbrella Wasps or "Paper Wasps" are semi-social stinging insects.  They build open-celled nests under protected areas, relatively small, that look like an upside-down umbrella.  These wasps are brownish-colored with yellow or red markings, and they're about ⅝ to ¾ inch long with a pinched, "threaded" waist.

Mud Dauber Wasps are solitary wasps.  They build nests out of mud which is how they got their name.  These wasps are black with a metalic-blue luster, about ½ to one inch long.  Mud Daubers rarely sting — even if their nest is disturbed.  They're mostly just a nuisance because of the mud tubes they plaster on homes.

Bald-Faced Hornets range in size from about ⅝ to ¾ inch and they're mostly black with white markings on their face and tip of abdomen.  They build fully enclosed paper nests — often in a tree, or sometimes fully exposed under an eave or overhang.  They help to control other insects but they get very aggressive when protecting their nest.  If you discover an active nest, steer clear!