All the EVA units are called EVA. Right? Now Why are
 they called EVA's?

It's an abbreviation for EVAngelion. It's easier to say Eva than Evangelion,
so a lot of the time they just shorten it. Kinda like X-Mas.  

And as to why they're called Evangelion, no-one knows; it's not mentioned in
any of the canon. Gendo probably just pulled a religious term out of his ass
the day it came to name them.

I woldn't worry about it too much; it's just a name the animators came up
with, and doesn't have any real signifigance one way or the other. It's like
asking 'Why is the Macross caled the Macross?'

-Mercutio
"A plague 'a both your houses!"