Not really sure of the rules, so I just picked my favourites

Trying not to repeat bands too much:

N New Morning - Nick Cave and the Bad Seeds
I I Remember A Time When Once You Used To Love Me - Dirty Three
G Gloomy Sunday - Billie Holiday
E Empty Spaces - Pink Floyd
L Lola - The Kinks
T Trinklied - Einsturzende Neubauten
D Dumb All Over - Frank Zappa
E Eleanor Rigby - Beatles

-----

J Julia - Beatles
E Evelyn, A Modified Dog - Frank Zappa
S Subterranean Homesick Blues - Bob Dylan
S Scope J - Ute Lemper
I I Don't Wanna Grow Up - Tom Waits
C C'mon Billy - PJ Harvey
A A Warm Place - Nine Inch Nails

(because 'Jessie' has too many damn Es)