You will obtain Valefor, Ifrit, Ixion, Shiva and Bahamut as you progress through the story. Yojimbo, Anima and the Magus Sisters however are all part of optional side quests that you will need to complete in order to obtain them. Check out the Aeon Side Quest section for more information.
The first Aeon that Yuna receives from Besaid Temple.
The second Aeon that Yuna receives from Kilika Temple.
The third Aeon that Yuna receives from Djose Temple.
The fourth Aeon that Yuna receives from Macalania Temple.
The fifth and final non-optional Aeon that Yuna receives after visiting Bevelle Temple.
An optional Aeon that resides in the Cavern of the Stolen Fayth.
An optional Aeon that resides within Baaj Temple.
The Magus Sisters
An optional Aeon that resides in Remiem Temple.