What is the name of the collection of elements on the right side of the periodic table with electrons sequentially filling orbitals in their valence?

The collection of elements on the right side of the periodic table with electron sequetianlly filling the p orbitals of their valence shells are named noble gases.

The noble gases are in the group 18.

The last orbital of the noble gases are:

Gas              last orbital

He                    1s

Ne                    2p6

Ar                     3p6

Kr                      4p6 

Xe                      5p6

Rn                      6p6

As you see the p orbitals of the noble gases are complete. That is what confere them their great stability.