The Illidari are part of Illidan's forces - the legions of Illidan Stormrage, the Lord of Outland. They are found mainly in Shadowmoon Valley and the Black Temple. A few Illidari taskmasters can be found in Hellfire Peninsula.
The Illidari Taskmasters (who are Fiends, a type of Doomguard) in the Ruins of Sha'naar in Hellfire Peninsula lord over the Dreghood Broken as they search for one of the seven Ata'mal crystals. In Shadowmoon Valley, Illidari appear to serve as front-line foot soldiers against the Sha'tar as the bring the war against Illidan to the steps of the Black Temple.
Illidari wear Illidari tabards and fight under the Illidari banner.
It is believed that by some that the Illidari appear to be a Faction in the mold of the Alliance, Horde, Scourge, or Burning Legion, encompassing the entirety of Illidan's forces. Some believe Illidari may be an adjective form for Illidan's forces. Others believe that it is perhaps a title given to specific members of Illidan's forces. As a title, this appears to be used mostly with his demonic minions.
Illidari may also include the Naga under the command of Lady Vashj, blood elves loyal to Kael'thas Sunstrider, the Ashtongue tribe of Broken draenei under the leadership of Akama, and numerous fel orcs and demons, presumably from the armies of the previous Lord of Outland, Magtheridon.
However, Illidan's Naga and the Blood Elves under Kael'thas use their own unique banners and tabards rather than those of the Illidari, which may suggest that they are not actually part of the Illidari itself.
Most appear to be found in Shadowmoon Valley and the Black Temple. This suggests that the "Illidari" may be an inner circle of forces who are closest to Illidan and certain leaders and perhaps forming an elite guard.