Here are a couple of good links:
Zeppelin and Tolkien Relations Page -- This site asserts that Stariway to Heaven is not LotR-related
LedTolkien.com -- all too short, but it makes some good connections
I myself am not nearly as brushed up on my Led as I should be... I must make a note to save my pennies and buy an album.
As for Blind Guardian, their Nightfall in Middle Earth CD doesn't make just references to LotR, but it's the Silmarillion, rock opera style. Very hardcore. I'm not sure about their other albums, though.