Thanks everyone. Grizzle, I'd forgotten about the Beatrix Potter character!
I like the idea of a classic middle name and you've made some great suggestions. Clementine was a favourite of mine but worried that pronunciation would be an issue (clementyne or -tyne); using it as a middle name would minimise this.
Joan is another one I'll seriously consider. It's my grandmother's middle name. We are very close and I'd like to include her in the name.
I've definitely got my heart set on Cecily now...will try to persuade DP! I think it's such an elegant sounding name and would suit a little girl and a grown up. It's unusual but not too unusual (IME anyway). Thanks again!