To really be specific, the correct spelling of the islands includes the use of the okino which is similar to a backwards apostrophe (I use ` here). It indicates a glottal stop, where you pause your breath. You'll notice that the newspapers and street signs in Hawaii now use the correct spellings after years of ignoring it.
O`ahu
Hawai`i (the big Island)
Maui
Moloka`i
Lana`i
Kaua`i
Kaho`olawe
Ni`ihau
Lu`au

PS the word lu`au was for the feast. There is not a Lu`au island!
Sorry