Lighter than air
Lighter than air refers to materials (usually gases) that are buoyant in air because they have densities lower than that of air (about 1.2 kg/m3, 1.2 g/L). Some of these gases are used as lifting gases in lighter-than-air aircraft, which include free balloons, moored balloons, and airships, to make the whole craft, on average, lighter than air.
Usage as lifting gas 
Hot air 
Hot air is frequently used in recreational ballooning. Hot air is lighter than air at ambient temperature.
Neon is lighter than air and will lift a balloon. However, it is relatively rare on Earth, expensive, and is among the heavier of the lifting gases.
Water vapor 
The gaseous state of water is lighter than air, and has successfully been used as a lifting gas. It is generally impractical due to high boiling point and condensation.
Ammonia has sometimes been used to fill weather balloons. Due to its relatively high boiling point (compared to helium and hydrogen), ammonia could potentially be refrigerated and liquified aboard an airship to reduce lift and add ballast (and returned to a gas to add lift and reduce ballast).
Methane (the chief component of natural gas) is sometimes used as a lift gas when hydrogen and helium are not available. It has the advantage of not leaking through balloon walls as rapidly as the small-moleculed hydrogen and helium. (Many lighter-than-air balloons are made of aluminized plastic that limits such leakage; hydrogen and helium leak rapidly through latex balloons.)
Hydrogen and helium 
Hydrogen and helium are the most commonly used lift gases. Although helium is twice as heavy as (diatomic) hydrogen, they are both so much lighter than air that this difference is inconsequential. Hydrogen has about 8% more buoyancy than helium.
In a practical dirigible design the difference is significant making a 50% difference in the fuel carrying capacity of the dirigible and hence increasing its range significantly....
Helium has an advantage, however, in that combustion is impossible, whereas hydrogen is extremely flammable.
Nitrogen gas is about 3% lighter than air, insufficient for common use as a lifting gas.
Hydrogen fluoride is impractical to be used as a lifting gas because it is highly reactive and extremely toxic.
Boron can be combined with hydrogen, but Borane (boron hydride) forms dimers and clusters rather than a monomer. Diborane is a little bit lighter than air, but will explode spontaneously when mixed with air.
In 2002, aerogel held the Guinness World Record for the least dense (lightest) solid. Aerogel is mostly air because its structure is like that of a highly vacuous sponge. Therefore the lightness and low density is due primarily to the large proportion of air within the solid and not the silicon construction materials. Taking advantage of this, SEAgel, in the same family as aerogel but made from agar, can be filled with helium gas to create a solid which floats or hangs in the air.