Here's a couple lists from my websites that include all the female names I could find in the whole Tolkien cycle (if you know of more that aren't included in this list, please email me), as well as male names, although the male list isn't complete. I include any meanings I can find, but some I haven't decoded yet.
http://hometown.aol.com/elfnames/tolkienfem.htmlhttp://hometown.aol.com/elfnames/tolkienmale1.html
Hope this helps