Legolas is Sindarin who has been raised as a Prince among the Silven Elves.
Elrond had very mixed blood. Noldor Elf (of the House of Fingolfin) and Edain (of both the Houses of Beor and Hador) from his father, and then Sindarin Elf, Edain of the House of Beor, and Maian blood from Melian through his mother.
Galadriel was Noldor Elf of the House of Finarfin.
Celeborn was Sindarin.
I am uncertain about Haldir. He would have been Galadrim, but this was a name that refered to elves of Lorien after Galadriel had arrived there. Most of these elves were Nandor elves who were Silven, but there were Noldor and Sindar Elves in Lorien too at this time. It is most likely that is ancestory would have been Nandor, however.
Galadriel's grandmother, Indis, was Vanyar, thus the reason why Galadriel and the rest of House of Finarfin all had golden hair. None of the others that you mentioned had Vanyar blood. I'm not sure what colour hair they had either.