If you look in the Etymologies in the Lost Road and other Tales, it gives you a bit of background on the names of many characters, which help you a lot in pronunciation.  
 
 
Fëanor --> Fay-ah-nor 
 
Smeagol --> Smay-a-gol 
 
Earendil --> Ay (as in angel)-ah-ren-dil 
 
I highly recommend Ardalambion as well, since Helge is one of the few authorities on Languages, Pronunciation, etc. that I trust implicitly.  
 
Also, one thing that would help when you're looking up pronunciations, is, pretend that you're a baby and you're learning a language for the first time. Do NOT try to Anglicize the sounds that you see, try to get your tongue to get used to pronouncing letters in a different way. If you treat yourself like a baby learning a language for the first time, it will help you get over the impulse to Anglicize all the sounds.
		 
		
		
		
		
		
		
			
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				But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.
			 
		
		
		
		
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