I've enjoyed watching this pair of birds build a nest in my patio light. One bird now appears to be in residence, and the red bird seems to come and go. I think they might be mates? These photos are taken in Mesa, AZ, in the USA.

And here's the red bird:

The birds are pretty small. I'd say maybe 4-5 inches from beak to tail. As I said, this nesting behavior started about a week ago.
Can anyone help me identify these birds so I can learn more about them?