So far the list of Demon Lords from looking at the MotP, DotF, On Hallowed Ground and Fiends: Faces of Evil are...
Alvarez
Alzrius
Baphomet
Demogorgon
Eldanoth
Fraz Urblu
Graz'zt
Jubilex
Kostchtchie
Lissa'aera
Luperico
Lynkhab
Orcus
Pale Night
Pazuzu/ Pazrael
Sess'innek
Thralhavoc
Verin
Vucarik
YeenoghuZuggtmoyZzyczesiya (don't know if it really was a demon lord, or just a Blue Slaad scholar over-exaggerating)
Marduk might count as one, but he has the misfortune of sharing a name with a Lawful Neutral (last time I checked) Greater Deity from the Babylonian Pantheon, and could be overlooked because of this. Lolth doesn't count because she was one of the Seldarine (the Elven Pantheon), and I'm sure everything about her being a Demon Lord was just Elven propaganda (unless all the members of the Elven Pantheon are Demon Lords), because they probably find it shameful that she was one of their gods.
The older demon lords such as Grazz't are well ebstablished, the newer ones (such as Pale Night) we've only been given one paragraph in an entry narrated by a Blue Slaad named Xanxost who studies Demons (by smashing rocks into their faces).
But anyways, I'm sure we'll at least get stats for Grazz't and Demogorgon since they count as major demon lords. I'll certainly like to know more about many of the other Demon Lords. Whether it be Zuggtmoy (which I haven't read much about) or a newer one like Lynkhab.