The Orb of Memory, the first one handed to Sisko by Kai Opaka (DS9: "Emissary")
The unnamed orb that brought Dax to the station (DS9: "Emissary")
The Orb of Wisdom that the Grand Nagus procured from the Cardassians and was going to sell to the Bajorans (DS9: "Prophet Motive")
The Orb of Time, given back by the civilian Detapa Council (DS9: "Trials and Tribble-ations")
The Orb of Contemplation that Dax consulted before killed by Dukat-- can't find any info on where this one came from. ("Tears of the Prophets")
I was always under the impression that the Orb from "Emissary" was indeed Prophecy, not Memory, as I thought Opaka specifically said so. While it's true that what we see on screen does seem to fit with the concept of Memory more than Prophecy, I'm sure it was explicitly said to be Prophecy, so that's what it is.
If we go by the novels, which I'm sure would have been thoroughly researched before they went to print, then Memory was not returned to Bajor until
Avatar, when it was discovered on an adrift freighter ship where it had been lost for years. And then the four remaining ones returned in
Cathedral were Unity, Destiny, Souls and Truth. According to the short story "The Orb of Opportunity" in the
Prophecy and Change collection, Contemplation was returned some time after "Life Support" in the spirit of the new B/C peace treaty that was signed then.
So that makes nine - Prophecy, Memory, Time, Wisdom, Unity, Destiny, Souls, Truth and Contemplation.
I agree that the Orb that returns Dax from the wormhole doesn't count, and was not a "true" Orb, just a transport mechanism. (The same mechanism is used to return Kira from the wormhole in
The Soul Key.) I wonder if the Orb of the Emissary was similar - it seemed to disappear after Sarah was released from it, so in that sense, it also wouldn't count as a "true" Orb.
I've always had a theory that the Orbs are actually solidified Prophets, in some way. In the same way that the Orb of the Emissary seems to in fact
be Sarah, perhaps when you have an Orb encounter, you are literally talking to a Prophet, and they each have their own personalities, which lead to the different qualities associated with each Orb.
.