Random notes, and islands that may be yet included:
http://en.wikipedia.org/wiki/Bassas_da_India - a large round atoll without real land, formally belonging to France.
http://en.wikipedia.org/wiki/Cerralvo_Island - a rather large and empty mass, reportedly for sale… without water and a stone's throw from Mexico
http://en.wikipedia.org/wiki/Alice_Shoal - a fully submerged reef, much of it in 11-36 meters depth.
http://en.wikipedia.org/wiki/Rosalind_Bank - another atoll, much of it in depths from 18 to 37 meters. Disputed.
http://en.wikipedia.org/wiki/Turks_and_Caicos_Islands - a group of inhabited islands seeking to be a part of Canada, of all places.
http://en.wikipedia.org/wiki/Saya_de_Malha_Bank - Saya de Malha Bank, a large submerged bank in the Indian Ocean; there has been an attempt to to create actual land under the name of "Autopia"… current status unknown