One way .. Try the sub below:

Press Alt+F11 to go to VBE
Click Insert > Module
Copy > paste everything within the dotted lines below
into the whitespace on the right

-------begin vba-----
Sub SheetNames()
'Peo Sjoblom in .worksheet.functions Jul '02
   Dim wkSht As Worksheet
   Range("A1").Select
   For Each wkSht In Worksheets
      Selection = wkSht.Name
      ActiveCell.Offset(rowOffset:=1, columnOffset:=0).Activate
   Next wkSht
End Sub
-------endvba------

Press Alt+Q to get back to Excel

In a *new* sheet, press Alt+F8
Select "SheetNames" > Run

The sheetnames will be listed in A1 down, in this sequence:

1st sheet (leftmost) will be listed in A1,
2nd sheet in A2, and so on

Hidden sheets will also be listed
and will appear after the last (rightmost) sheet

For a method that adds hyperlinks to each sheet, take a look at David
McRitchie's BuildTOC macro:

   http://www.mvps.org/dmcritchie/excel/buildtoc.htm