Personally, I've always wondered what their middle names could be and have heard quite different ones every time I read about them; I've heard that Phoebe's was Jayne like someone else said in the topic, that Piper's was Jennifer although I couldn't tell you what episode that was from - just guessing it'd be when she was in the hospital, but you never know, and that Prue's was Melinda then again I heard it was Penelope after their Grams so I'm not really sure either. It is an interesting topic though I think of what they could be. Also, I heard that Paige's was Danielle, but I don't know that to be completely true. I would like to think though that they get to have different middle names that don't all start with the same letter because with the whole 'P' issue - you already feel bad for them.
Anyone find out more on all of this please let us know, would love to have a good solid answer myself.