Many refer to this insect as a mosquito and some here in New Jersey refer to it as a Jersey Mosquito. In my opinion New Jersey doesn't need anymore mosquitos than we have now. Sometimes we are referred to as the mosquito state which isn't something to be proud of. This in fact is a crane fly. It only lives for a day and is not a stinging insect, being virtually harmless.
It is possible that I used one of these flies last year but don't want to go check. :-)
I always called them "Mosquito Hawks" (and am happy to find that Wikipedia referenced it - I didn't just make it up! ;) I can't tell you how many times I have to reinforce with the boys that they are harmless as they run screaming... Nice shot..