Based on my recollection of the Silmarillion and the LotR books, most elves were blonde. The Noldor seemed to have been dark-haired, except for the house of Finwe, particularly the descendants of Fingolfin and Finarfin (such as Galadriel). Half elves like Elrond, his brother Elros (who later chose to be a man rather than an elf) and Arwen seem to have been dark haired.
Most of the elves Tolkien described in LotR seem to have been blonde, such as Glorfindel:
"Glorfindel was tall and straight; his hair was of shining gold, his face fair and young and fearless and full of joy; his eyes were bright and keen, and his voice like music; on his brow sat wisdom, and in his hand was strength."
- The Fellowship of the Ring, Book II, Chapter 1: Many Meetings.
"Suddenly into view below came a white horse, gleaming in the shadows, running swiftly. In the dusk its headstall flickered and flashed, as if it were studded with gems like living stars. The rider’s cloak streamed behind him, and his hood was thrown back; his golden hair flowed shimmering in the wind of his speed. To Frodo it appeared that a white light was shining through the form and raiment of the rider, as if through a veil."
- The Fellowship of the Ring, Book I, Chapter XII: Flight to the Ford
This also points up something interesting about elves, possibly just the Noldor. Has nothing to do with the thread topic, but it's cool:
"They bore no lights, yet as they walked a shimmer, like the light of the moon above the rim of the hills before it rises, seemed to fall about their feet."
- The Fellowship of the Ring, Book I, Chapter III: Three IS Company
They glow!
