Hey Joey! I love love love the name Lily! Great choice!

I would say that Lily Grace is lovely as is Lily Catherine or Lily Jospehine.

I'm a bit "thingy" about the name sounding too country... If you put on an american accent and say "lily mae" it just sounds too country (okay, I know I'm sounding crazy here). Lily Rose almost fits into this category too. Too flowery...

I also don't like middle names that sound like it's part of the first name. Hence Lily Anne could be confused with Lilian.

Anyway, enough rambling from me...

Ruth