Aww Alice is so lovely, and I LOVE Leo for a boy. Probably one of the few names DH and I would go for a boy (we find boys' names so hard!).
As for middle names, we are finding it tough. We are thinking of not having a middle name at all (no one in my family has one), but we'll see. It would be different if we already had kids with middle names; then we would probably not want them to be the odd one out.