These symbols you see in peoples' names are called character entities. They are a little bit different than HTML, as HTML is not allowed in the display name field, but character entities are allowed.
This Site is the best one i've found for a complete list of all character entities.... AND all the unicode characters that you cannot make using the basic set of character entities.
Note: in order for some of the symbols to show up when you view them, you will have to make sure that you have Windows XP Language Packs installed. If you dont know what that means, do this:
Start >> Control Panel >> Add/Remove Programs
Windows Setup tab
and make sure language packs option is checked