Interestingly enough, Google told me there are only 14 gasses that are lighter than air. They are:
* acetylene
* ammonia
* carbon monoxide
* diborane
* ethylene
* helium
* hydrogen
* hydrogen cyanide
* hydrogen fluoride
* methane
* methyl lithium
* neon
* nitrogen
* water vapor
Wiki lists most of them at https://en.wikipedia.org/wiki/Lifting_gas , although it leaves out ethylene, methyl lithium, and diborane for some reason. It also doesn't explicitly list carbon monoxide, but talks about it under "coal gas."
Of those, only hydrogen and helium are even vaguely suitable for party balloons, due primarily to their nasty chemical properties and/or expense.