Final answer:
The bird that exhibits the behavior of sallying for insects in the air is the Black Phoebe, which is most consistent with the foraging description provided in the question.
Step-by-step explanation:
The bird described as one that likes to sally for insects in the air from the given options is most likely the Black Phoebe. This behavior, known as 'sallying', refers to the action of flying out from a perch to catch insects and then returning to the same or a different perch.
The Black Phoebe is known for this type of foraging behavior, often seen near water where it catches insects mid-air. The other birds listed in the options, such as the Yellow-rumped Warbler, House Finch, House Sparrow, and Northern Mockingbird, do not typically display this particular foraging behavior as prominently as the Black Phoebe does.