They are harmless, although their hooked legs do have an irritating tendency to get tangled in people's hair. It's disconcerting to some people to find that the bug they're grabbing seems to be grabbing them back. Flying ants and flying termites. They may look similar, but they actually are from different insect families. To tell the two apart, flip over the insect in question.
Female ants remove their wings and crawl off to become queen ant in their own new colony.
Male termites live on after mating. Palo verde root borer. This is the big, black nightmare of a beetle that lives beneath palo verde trees - and flies around banging into screen doors at night. Their bite, from an impressively large set of pincers, isn't strong enough to draw blood. Their body is covered with thorn-like projections, however.