First, you have the primeval gods. Sithis and Auriel; one of entropy and the other of creation. It is debatable if these beings are anything more than fundamental forces or if they're actually self-aware. They are also known as Padomay (Sithis) and Anu (Auriel.)
Next, you have the Daedric Princes. Azura, Boethiah, Clavicus Vile, Hermaeus Mora, Hircine, Jygglag, Malacath, Mehrunes Dagon, Mephala, Meridia, Molag Bal, Namira, Nocturnal, Peryite, Sanguine, Sheogorath, and Vaemira. Jygglag and Sheogorath used to be one entity (though the events of Shivering Isles have changed that) and Malacath was created when Boethiah "ate" an ancestral Aldmeri spirit, Trinimac. Those who followed Trinimac were turned into the Orsimer, or Orcs.
Finally, you have the Aedra. They were Daedra, but were tricked or convinced by Lorkhan to create the mortal world. Because they put so much energy into it, they, like Lorkhan, could be killed (unlike the Daedra.) There are typically 9, and gamesas has purposely made their history extremely muddled. However, they are *not* constructs as far as we can tell; although there may be conflicting origin stories (such as With Lorkhan/Shor, whose conflicting story basically boils down to "he was right/wrong to create the mortal realm and was unjustifibly/justifiably killed for it.") they all point to the same diety, with the same spheres of influence or roles.
Note that there are other gods outside of the classic Nine Divines; a full table of all KNOWN gods can be found at http://www.uesp.net/wiki/Lore:Gods . Not all pantheons include all gods as part of worship, but (mostly, looking at you Aldmeri Dominion!) recognize that there are other gods than the ones that they worship.
For all intents and purposes, though, the "True" Pantheon (until otherwise dictated in later games) are the 9 Divines and their opposites, the 17 Daedric Princes. All those other gods aren't major players as far as we can tell, and Sithis/Auriel are just forces of nature.