Air is comprised of a lot of different gases, not just oxygen and nitrogen. Those gases are:
· nitrogen - 78.1%
·oxygen - 20.9%
·argon - 0.934%
·carbon dioxide - 0.0383%
·neon - 0.00182%
·helium - 5.24x10^-4%
·methane - 1.75x10^-4%
·krypton - 1.4x10^-4%
·hydrogen - 5.5x10^-5%
·nitrous - oxide 3x10^-5%
·xenon - 9x10^-6%
·ozone - 7x10^-6%
·nitrogen dioxide - 2x10^-6%
·iodine - 7x10^-6%

Although nitrogen and oxygen make the bulk of it, that doesn't mean we don't need other gases as well. In fact, without them life on Earth wouldn't exist due to either suffocation, because of the nitrogen, or oxygen poisoning (although we must have it to survive, oxygen can be lethal in large concentrations).
Hot air is also lighter than cold air, and that's why balloons we use for flying have to be filled with the hot air. Smaller balloons, like the ones you find in any toy shop, can also be filled with gas that's even lighter than hot air. Something like hydrogen or helium.