A list of tenrec species is available at http://www.nmnh.si.edu/cgi-bin/wdb/msw/children/query/5007.
The data is from the 1993 edition of "Mammal Species of the World" and therefore a little outdated. New species have been discovered since then and some of the taxonomy has been revised. For references to the changes have a look at the Bibliography of the Tenrecidae at http://tenrec.lima-city.de/bibliall.htm.
There is still some debate about the total number of known species, but it is probably between 24 and 30. I will try to add an updated list of all the species to the website as soon as possible.