Hello DrLaser,
Welcome to this site. Wiflyfisher has offered some practical advise, and you would be wise to follow it. I will supplement that with a direct answer to your specific question:
... how large (length wise) are mayfly, dragonfly and damselfly nymphs?
Mayfly nymphs may vary (from ~2 mm to ~40 mm), as measured at maturity, from front of head to end of abdomen, not including tails.
Damselfly nymphs may vary from (~13 mm to ~50 mm), as measured at maturity, from front of head to end of abdomen, not including caudal lamellae.
Dragonfly nymphs may vary (from ~8 mm to ~50 mm), as measured at maturity, from front of head to end of abdomen.