If they were animals...

I think:
lala Lina -she bear
lala Gourry -moose
lala Zel -penguin (?)
lala Amelia -bunny
lala Shypiel -blue bird
lala Xelloss -raven or fox
lala Zangulus -squirrel
lala Martina -ant eater (?! It just popped into my head ^_^*)