Those letters you link to are fantastic. A book of letters by Tolkien was, indeed, published. I read it 25 years ago, but it seems to still be in print: http://www.amazon.com/Letters-J-R-R-Tolkien-J-R/dp/061805699...

I don't recall much of the letters now, but they did leave a lasting impression of a mind that was both powerful and deeply concerned with ethical questions. I'm not sure I'd have liked Tolkien, but the letters were a great read.