This page gives references to list of war-dead etc for WW1:
B.E. Sergeaunt Isle of Man and the Great War 1922 includes an appendix listing the war dead.
The Examiner Annuals for 1915 through 1919 include extensive Roll of Honour sections - these generally give more detail, including Island addresses or Manx relatives, photographs of many are included.
M. West Island at War Laxey:Western Books (Author's own publication), 1986 (ISBN 0-9511512-0-7) - deals extensively with those who fought in WWI and includes a list of all those killed on active service.
Many memorials to the war dead were erected on the Island (as also in the UK) - the national memorial, to a design by P.M.C.Kermode, was erected close to the Tynwald causeway at St Johns.
Each parish also erected its own memorial, as did many town churches and chapels (often in the form of a stained glass window) - those of Onchan and St Matthew's with lettering by A. Knox are particularly attractive. Individual establishments ranging from King William's College through to the Manx Bar also unveiled such memorials in the early 1920's. The Manx Quarterly for these years reprinted various press reports of such unveilings.