Three Rings for the Elven-kings under the sky,

Now these were the Three that had last been made, and they possessed the greatest powers. Narya, Nenya, and Vilya, they were named, the Rings of Fire, and of Water, and of Air, set with ruby and adamant and sapphire; and of all the Elven-rings Sauron most desired to possess them, for those who had them in their keeping could ward off the decays of time and postpone the weariness of the world.
The Silmarillion - Of the Rings of Power and the Third Age
These three are also described in greater detail in The Return of the King:
Vilya:
Elrond wore a mantle of grey and had a star upon his forehead, and a silver harp was in his hand, and upon his finger was a ring of gold with a great blue stone, Vilya, mightiest of the Three.
Return of the King (Book 6) - Chapter 9: The Grey Havens
Nenya:
But Galadriel sat upon a white palfrey and was robed all in glimmering white, like clouds about the Moon; for she herself seemed to shine with a soft light. On her finger was Nenya, the ring wrought of mithril, that bore a single white stone flickering like a frosty star.
Return of the King (Book 6) - Chapter 9: The Grey Havens
Narya the Great:
As he turned and came towards them Frodo saw that Gandalf now wore openly upon his hand the Third Ring, Narya the Great, and the stone upon it was red as fire.
Return of the King (Book 6) - Chapter 9: The Grey Havens
Seven for the Dwarf-lords in their halls of stone,

It is said that the foundation of each of the Seven Hoards of the Dwarf-kings of old was a golden ring; but all those hoards long ago were plundered and the Dragons devoured them, and of the Seven Rings some were consumed in fire and some Sauron recovered.
The Silmarillion - Of the Rings of Power and the Third Age
These rings also had an unknown gem set in them:
"The Nine, the Seven, and the Three," he said, "had each their proper gem. Not so the One. It was round and unadorned, as it were one of the lesser rings; but its maker set marks upon it that the skilled, maybe, could still see and read."
Fellowship of the Ring (Book 2) - Chapter 2: The Council of Elrond
Nine for Mortal Men doomed to die,
It is not described what they look like, but I think we can intuit that they were rings of gold, like the dwarven rings. This is because most of the Rings of Power were made by the Elves, but it was only the last three (and most powerful, thus presumably different) they were able to save from Sauron.
Now the Elves made many rings; but secretly Sauron made One Ring to rule all the others, and their power was bound up with it, to be subject wholly to it and to last only so long as it too should last. [...] But the Elves were not so lightly to be caught. As soon as Sauron set the One Ring upon his finger they were aware of him; and they knew him, and perceived that he would be master of them, and of all that they wrought. Then in anger and fear they took off their rings. But he, finding that he was betrayed and that the Elves were not deceived, was filled with wrath; and he came against them with open war, demanding that all the rings should be delivered to him, since the Elven-smiths could not have attained to their making without his lore and counsel. But the Elves fled from him; and three of their rings they saved, and bore them away, and hid them.
The Silmarillion - Of the Rings of Power and the Third Age
Since the Dwarven Rings are just golden rings with an unknown gem, and they are from the same, less powerful, group as the other rings taken from the Elves, it can be assumed that the Nine Rings were golden (with an unknown gem) as well.
One for the Dark Lord on his dark throne. In the Land of Mordor where the Shadows lie.

Gandalf held it up. It looked to be made of pure and solid gold. 'Can you see any markings on it?' he asked.
'No,' said Frodo. 'There are none. It is quite plain, and it never shows a scratch or sign of wear.'
Fellowship of the Ring (Book 1) - Chapter 2: The Shadow of the Past
One Ring to rule them all. One Ring to find them. One Ring to bring them all and in the Darkness bind them.
So in short:
- 1 Gold band set with a Sapphire (elves)
- 1 Mithril band set with an Adamant (elves)
- 1 Unknown band set with a Ruby (elves)
- 7 Gold bands with an unknown gem (dwarves)
- 9 presumed Gold bands with an unknown gem (men)
- 1 enchanted Gold band imbued with Sauron's Power (Sauron)