I like both of the first 2 options, each can be good at different times. Each adds depth and feeling to the accompanying music.
I'd be agreeing with TheMIndzI in that I just know when it's good, and when it's not, and I agree with Lina in not liking failed attempts at decent operatic singing.
Can't say I remember the last time I heard female shouting vocals, it doesn't really sound enticing...but you never know until you try.
I haven't heard much of the afforementioned bands, so I will go with the ones I do know:
Falling You - Not a metal band, but still has kick-arse female vocals that can be ethereal/ephemeral and soothing/sensual.
American band on
www.mp3.com
Arcana - Pagan choir/operatic vocals. Fits the music perfectly
Dead Can Dance - I don't like Lisa's voice all the time, but sometimes she can add a trascendent touch to the soothing music.
Delerium - In their later years, they went through quite a lot of female vocalists, Sarah McLachlan would be my pick (apparently an accomplish folk singer as well)
Vespertina + Louisa John-Krol - Female folk vocals really do something for me. I find them a good mix, not overly ethereal while also not overly sensual, but totally relaxing.
Tristania + Within Temptation - Have only recently heard some of their stuff, I like the choir effects and the ethereal vocals.