There are fourteen Valar & Valier (the latter being the name for 'female' Valar, used only in the
Valaquenta). Their names are (to quote
The Encyclopedia of Arda)
• Manwë Súlimo
• Varda Elentári
• Ulmo
• Yavanna Kementári
• Aulë the Smith
• Nienna
• Oromë
• Mandos (Námo)
• Estë the Gentle
• Vairë the Weaver
• Lórien (Irmo)
• Vána the Ever-young
• Tulkas Astaldo
• Nessa
It is interesting to note that, of the fourteen, there are eight (the first eight on the above list) who are referred to as the Aratar, more powerful even than the other six Valar. Melkor is not considered among the Valar because of his Fall, but was initially counted as a Vala.
There is an untold number of Maiar.
For more information, I suggest reading
The Silmarillion. It is a great read & will provide you with all the basic information on the Ainur.