There are many, many threads about this, as well as websites that give this information. I see you registered here in January - have you tried the search function since we've moved to this new forum software? It should work much faster than the old one (which many people were having problems with).
First off, the Valar are all named and described in the Ainulindale and the Valaquenta (brief sections found at the beginning of
The Silmarillion as well as in the first two chapters (as well as a few Maiar and the land they dwell in - Aman). I encourage you to read this on your own before going on to read these threads and links (definitely check them out afterwards, then reread these parts of the book with the resources in front of you, using them as a reference as you go). These sections are not very long at all. You'll enjoy it much more than you will reading it off a website - that is, after all, how Tolkien would've liked you to experience it for the first time.
Tolkien named 17 Maiar: Ilmare, Eonwe, Osse, Uinen, Melian, Olorin (Gandalf/Mithrandir), Sauron (Gorthaur the Cruel), Salmar, Arien, Tilion, Curunir (Curumo/Saruman), Radagast, Alatar, Pallando, and "the Valaraukar, the scourges of fire that in Middle-earth were called the Balrogs, demons of terror" (at least three Balrogs - Gothmog, Glorfindel's Bane, and Durin's Bane).
There's a very informative thread on Maiar
here and a thread on the Valar
here. The Valar thread has a post from me with a brief note about each of the Valar.
More links on the Valar...
one,
two,
three, and
four.