Spotting

I have looked into this more, and this looks to be a wasp from genus Agenioideus. The bluish wings and fly-like head match a variety in this genus really well. I'll have to look up more about them though.

I added two more pictures that may help. I didn't look to me what I've always heard called a dirt dauber, but that doesn't mean much. It's relatively small. Someone said they thought it had just stung or bit them and we were trying to decide what exactly it was. It has a very fly like head.

You could be right. There are a few different types of Mud Daubers out there, so it could be one of those or one of what you said.

After a bit of research, I believe your wasp most closely resembles wasps from Genus Trypoxylon, Subgenus Trypargilum. I am not sure exactly which species this is, though. There are a few options and I am not sure you have enough to get this down to a species. Very cool wasp!
http://bugguide.net/node/view/1322992/bg...
http://bugguide.net/node/view/1192213/bg...

Do you have any other views of this lovely insect?

This is a lovely wasp. I do not believe this is a Mud Dauber. The color pattern and shape of the body, as well of the color of the wings, do not seem to match to me. http://bugguide.net/node/view/6610

That look like a Mud Dauber Wasp. They generally aren't aggressive and stings are uncommon with them. In Tennessee, you may hear the name dirt dauber for these guys. :)