Common words:
* day
* play
* stay
* way
* say
* hay
* ray
* may
* pay
* lay
* gray
* pray
* slay
* clay
* bay
* quay
Less common words:
* bray (to make a loud, harsh sound like a donkey)
* fray (to wear away or unravel)
* gay (happy and lighthearted)
* lay (to put something down)
* nay (no)
* okay
* sway (to move back and forth)
* stray (to wander away from a group or path)
* survey (to examine something carefully)
* tray (a flat dish)
Words with "ay" in a different position:
* anyway
* birthday
* everyday
* highway
* Monday
* Saturday
* stayaway
This is not an exhaustive list, but it gives you a good starting point. Keep in mind that there are many other words that have a long "a" sound spelled with different combinations of letters, like "ai," "ei," or "ey."