I think the vast majority of names go well with Lily, to be honest!
Pretty and popular like Lily:
Ava, Amelia, Bella, Charlotte, Darcey, Elodie, Emily, Ella, Elsie, Esme, Erin, Freya, Gracie, Isla, Imogen, Isabella, Jessica, Molly, Matilda, Olivia, Phoebe, Ruby, Rosie, Sophie, Sophia, Sienna
Pretty and floral like Lily:
Daisy, Dahlia, Flora, Hazel, Iris, Ivy, Jasmine, Juniper, Poppy, Rose, Rowan, Violet, Willow
Pretty but more unusual than Lily while still (imo) going well:
Avery, April, Ariel, Carys, Cassia, Connie, Dana, Felicity, Faith, Honor, Harmony, Iona, Kayla, Keira, Leona, Larissa, Meredith, Melody, Nina, Natalie, Paloma, Ramona, Robyn, Sylvia, Sadie, Tamara, Thalia, Verity, Xanthe