Just for this list: I’m classifying a solo as anything where one person takes the lead for the entire song (regardless of whether there are back-up singers or not).

Rachel: On My Own
Finn: Can’t Fight This Feeling
Kurt: Mr. Cellophane (first released solo: Defying Gravity)
Tina: I Kissed A Girl (first released solo: True Colors)
Mercedes: Respect (released, but only on the DVD. First solo on album: Bust Your Windows)
Artie: Sit Down, You’re Rocking The Boat (first released solo: Dancing With Myself)
Will: Leaving On A Jet Plane
Quinn: I Say A Little Prayer
Puck: Sweet Caroline
Emma: I Could Have Danced All Night
Sue: Vogue
April: Last Name

The only glee clubbers who haven’t had solos as of yet are Santana, Brittany, Matt and Mike (although Santana has had prominent parts in The Boy Is Mine, Bad Romance, Like A Virgin, etc.)