Christine, did you see the photos I have of tiny wasps carrying young aphids to their nests in logs? There's several of them, and they were coming and going bringing aphids at quite a pace. The wasps are only about 6mm or 1/4" long!
http://cubits.org/buglife/thre...
I have a photo somewhere of a House Sparrow picking aphids off Lupins, but I have seen them on roses too. They have a very varied diet, I got a photo once of one going to the nest under the roof tiles with a variety of bugs, larvae and insects, they land on the guttering.