I thought I just posted this. Sorry if it's a dupe.
There are something like 1,300 to choose from, as Simit suggests. Some sources:
ETF Database | ETFdb: The Original & Comprehensive ETF Database
- searchable; lists holdings, which is helpful
Learn About Money Management: Personal Finance, Investing, and Retirement
- now renamed something like infolifics, but had a downloadable .xls which was a little dated the last I looked but has volume info (to avoid those thinly traded) and expense ratios (to compare costs).
- I'm not too familiar with this one. Seems to be mainly a blog.
Personally, I trade a few different kinds: indexes, sectors, some globals, some commodities and a few currencies.