I just thought I'd put in my two cents regarding the Shards we have met or seen evidence of (I'm assuming that Brandon was only speaking of the books we had access to at the time, Elantris, Mistborn, and Warbreaker):
The first two need no explanation.
1. Preservation
2. Ruin
3. The Dor
I feel that the Dor is one of the four Shards we have directly interacted with, the Pool talking to Raoden and all.
4. Hoid
Yes, I think Hoid is a Shard in the same way that Vin was a Shard. Vin and Sazed made no mention of a space ship while they were in godmode, and with their sensitivity to metal, they would have seen one if one was in the solar system. In the absence of a spaceship, Shardpower is the only thing I can think of to get Hoid from world to world.
Now for the last two.
5. Endowment
The Voice in Warbreaker. We never actually interacted with it, just Lightsong remembering being offered a way back. The Returned are definitely evidence of the Shard's power/influence.
The last one is harder since Brandon Sanderson said the last one was no longer on the world by the time the story got told. The set up between Ruin and Preservation doesn't work if a third Shard was hanging around before Vin was born. Another Shard could have caused the Chasm in Elantris, but Occam's Razor makes me want to think it was just normal seismic activity. Warbreaker, however is intriguing. The Idris Royal Family traces its lineage back to the first Returned, this is interesting, why would Endowment decide to suddenly start calling back returned all over the world just because some people had crossed a body of water? I think that the Returned started Returning soon after Endowment arrived on the Warbreaker world. But that leaves a question: how did humans get there? The chances of humans independently evolving on so many different worlds are so low as to be absurd, they had to have been put on all of the worlds by the various Shards. Unless humans started out on the Warbreaker world, I think Shard #6 is whoever put humans there. Which would be the influence that we see.