Here is a list of all 53 Research Projects, as listed exactly in the Research Archives:
Note: Sectoid Commanders rarely show up after you encounter an Ethereal for the first time so make sure to get one as soon as possible or hold off moving the story forward to make sure you capture one.
If you're missing "Floater Interrogation" terror missions will be your best bet to find one
If you're missing "Sectoid Interrogation" Asset Recovery council mission will be your best bet to find one
If you're missing "Thin Men Interrogation" just about any council mission will do
Xeno-Biology
Arc Thrower
Outsider Shard
New Fighter Craft
Hyperwave Communication
Ethereal Device
Weapon Fragments
Alien Materials
Experimental Warfare
Elerium
Psi Armor
Carapace Armor
Skeleton Suit
Titan Armor
Ghost Armor
Archangel Armor
Beam Weapons
Precision Lasers
Heavy Lasers
Plasma Pistol
Light Plasma Rifle
Plasma Rifle
Heavy Plasma
Plasma Sniper
Alloy Cannon
Plasma Cannon
Fusion Lance (requires obtaining an alien "Fusion Core" from a Battleship)
Guided Fusion Launcher (requires obtaining an alien "Fusion Core" from a Battleship)
Alien Nav Computer
UFO Power Source
EMP Cannon
Interrogate Sectoid
Interrogate Floater
Interrogate Muton
Interrogate Sectoid Commander*
Interrogate Berserker
Interrogate Thin Man
Interrogate Heavy Floater
Interrogate Muton Elite
Interrogate Ethereal
Sectoid Autopsy
Sectoid Commander Autopsy
Floater Autopsy
Thin Man Autopsy
Muton Autopsy
Chryssalid Autopsy
Cyberdisc Autopsy
Berserker Autopsy
Heavy Floater Autopsy
Muton Elite Autopsy
Drone Autopsy
Sectopod Autopsy
Ethereal Autopsy