Maiar of Manwë, Lord of the Breath of Arda
Manwë, the King of the Valar and of Arda and the husband of Varda, was associated with the element air. He is the ruler of the winds and clouds, and is served by the Great Eagles as well as many Maiar, including Olorin (Gandalf) and Eonwe. Manwë would send out many of these Maiar to bring him news of the happenings of Arda, and they reported to him in his halls of Ilmarin on Taniquetil, the highest mountain in Arda. Manwë himself is Tolkien's equivalent of the "Sky Father" type of deity that is found in the pantheons of many mythologies, with Greek Zeus and Roman Jupiter being good examples.
Some of Manwë's most well-known servants are the Great Eagles, chief of which is Thorondor, who played important roles in The Silmarilion, The Hobbit, and The Lord of the Rings. In these stories the Eagles are powerful, long-living giant eagles who were created by Manwë and Yavanna when their thoughts mingled during The Music of the Ainur. But in early stages of Tolkien's writings, the Eagles were seen as Maiar of Manwë who took the shape of birds instead of the humanoid shapes that the Valar and some of the more famous Maiar took. It is stated that "Spirits in the shape of hawks and eagles flew ever to and from his halls; and their eyes could see to the depths of the seas, and pierce the hidden caverns beneath the world."
Also in early stages of Tolkien's writings, before the concept of the Maiar was created, there existed different classes of minor nature spirits that resembled the nymphs, fairies, brownies, pixies, gnomes, etc. of European mythology and folklore. The air spirits were called Sylphs and served Manwë, and were divided into two groups: the Manir (spirits of the air) and the Súruli (spirits of the winds, also called Suluthrim and Sulussin). A specific Súru named Ilinsor is mentioned as a spirit who "loved the snows and starlight and aided Varda in many of her works." Ilinsor was later chosen as the steersman of the Moon; Ilinsor doesn't appear in the published Silmarilion and is instead replaced by the Maia Tilion.
One of Manwë's Maiar who existed from some of Tolkien's earliest writings is Eonwë, the banner-bearer and herald of Manwë and Chief of the Maiar along with Varda's handmaiden Ilmarë. He is said to be the best with weapons in all of Arda, but that doesn't make him the most powerful. In the early stages of Tolkien's works, before the concept of the Maiar was developed, Eonwë was called Fionwë and was envisioned as the son of Manwë and Varda and the brother of Erinti (the early name for Ilmarë). Tolkien was a devout Catholic and the influence of his faith can be seen in many of his characters; Manwë's Maiar are very reminiscent of the angels, and Eonwë himself strongly resembles Michael the Archangel.
Another Maia who served Manwë (and Varda) was Olórin, later known as Gandalf and Mithrandir; he was also a great student of Nienna and had associations with Irmo/Lorien as well. His name in Valar comes from the root olor/olos, which means dream or vision and shows his connection to Irmo-Lorien, which isn't too obvious the first time you read the story. He was considered the wisest of the Maiar and he had associations with light and fire, much like Manwë's spouse Varda. When the Valar decided to send a group of Maiar to Middle-earth disguised as wizards (Istari) to help the free peoples fight Sauron, Manwë and Varda chose to send Olórin. Olórin did not wish to go because he feared Sauron and didn't feel capable of the task, but Manwë said that was all the more reason why he should go and Olórin submitted to his will. He later became known in Middle-earth as Gandalf and Mithrandir, among other names.
An interesting note about Manwë's Maiar is that, despite Manwë's heavy association with the air, his two named Maiar that appear in The Silmarilion are actually strongly associated with fire. Olórin already had associations with light and fire in Valinor, and we later see other examples of this when he is in Middle-earth. When he first arrives from Valinor he is given Narya, the elven Ring Of Fire, by Cirdan the shipwright. He was also known for his impressive fireworks, and enjoyed smoking pipeweed. Meanwhile, Eonwë also has associations with fire, though these are more present in Tolkien's early drafts than in the published Silmarilion. At this stage he has the additional name Urion, which means He of the Sun and comes from the same root as Urwen/Urwendi, the early name for Arien who he was in love with. Tolkien developed a scene in which Melkor attacked Urwen because he wanted to claim her as bride. She refused to be overpowered by him and abandoned her body and "died", which resulted in a great release of heat. This inflicted lasting burns on Melkor and also scorched parts of the earth, creating the deserts. It was said that at the end of days, Fionwë-Urion would fight Melkor due to his love for Urwen/Arien. This story, together with Eonwë's love for Arien and his associations with fire, doesn't appear in the published Silmarilion.