As mentioned by others so far, the index of refraction ($n$) of air is not identically equal to 1, but is in fact $n=1.000293$. For many every day situations this small difference is negligible; however, it is possible to observe that light does in fact change speed when changing mediums from a vacuum to air.
At sunrise and sunset, the sky appears red and orange near the horizon. This is due to the refraction of sunlight as it enter's the earth atmosphere from space. When the sun is low on the horizon, light travels a greater distance in the atmosphere, and this effect is most noticeable. It's worth mentioning as well, before someone comments and points out, that in this situation the index of refraction of air actually changes throughout the atmosphere, because air becomes more dense closer to the surface of the earth. At any rate though, this still demonstrates that for air, $n\not=1$
Photo courtesy of gohawaii.com