Brave, courageous, unafraid, fearless, intrepid, valiant, valorous, dauntless, undaunted, doughty, bold, audacious are comparable when they mean having or showing no fear when faced with something dangerous, difficult, or unknown.
Brave usually indicates lack of fear in alarming or difficult circumstances rather than a temperamental liking for danger.
Courageous implies stouthearted resolution in contemplating or facing danger and may suggest a temperamental readiness to meet dangers or difficulties.
Unafraid simply indicates lack of fright or fear whether because of a courageous nature or because no cause for fear is present.
Fearless may indicate lack of fear, or it may be more positive and suggest undismayed resolution.
Intrepid suggests either daring in meeting danger or fortitude in enduring it.
Valiant suggests resolute courage and fortitude whether in facing danger or in attaining some end.
Valorous suggests illustrious bravery and, more often than valiant, qualifies accomplishments rather than persons or their exertions; thus, one might refer to the valorous deeds of a valiant band of knights.
Dauntless emphasizes determination, resolution, and fearlessness despite danger or difficulty.
Undaunted indicates continued courage and resolution after danger, hardship, or defeat.
Doughty combines the implications of formidable, sturdy, and brave but may have an archaic or humorous suggestion.
Bold may indicate a forward or defiant tendency to thrust oneself into difficult or dangerous situations.
When used of immaterial things (as plans, experiments, or deeds) bold suggests a disregard for danger, risk, or convention.
Audacious implies spirited and sometimes reckless daring.