REI: The second angel is presumably Rei. I deduct this from the fact that she is able to generate an A.T. Field (this is seen in Episode #24). Also, in Episode #24, as well as the End of Evangelion, it is mentioned that Rei and Kaworu are the same or similar, and Kaworu is an Angel, therefore making Rei an Angel as well. Also since Rei is instrumental in initiating the Third Impact, and it is mentioned several times that if an Angel is to come into contact with Adam, it will cause the Third Impact.
On the other hand, many people believe Lilith herself to be the Second Angel. That Rei isn't a proper Angel herself any more than an Eva is -- she's a clone of Yui Ikari, but with some of the DNA from Lillith spliced in. That's why she can produce an AT field (or rather, control it, since every human has an AT field separating his soul from all the others) -- she's essentially an Eva with a human body. The only reason this doesn't make sense to me, is that if Lilith is both the source of all life, both humans and angels, and an angel herself wouldn't that make her the First Angel and not the second?