Fang: Hagrid's dog, a boarhound.
Fantastic Beasts and Where to Find Them: A first-year textbook. Also available in a Muggle edition.
Fat Friar: The house ghost of Hufflepuff.
Fat Lady: The painting that guards the Gryffindor dormitory.
Fawcett (CoS ch. 12): A Ravenclaw who came to Lockhart's dueling club.
Etym: From the placename Fawcet or Facit, both from Old English fah "(brightly) colored, variegated, flowery" + side "slope".
Fawkes: Dumbledore's phoenix friend, and the donor of the feathers in both Harry's and Voldemort's wands.
Etym: From Guy Fawkes, the mastermind of the Gunpowder Plot.
Ferula: An incantation to conjure up some sort of magical splint.
Etym: Probably from ferrule, a ring or cap put on a shaft to keep it from splitting. Ferula is an actual word, but means an instrument such as a flat piece of wood used to punish children.
Fidelius Charm: A spell that conceals a piece of information inside a living soul-- a Secret-Keeper.
Figg, Mrs. (PS ch. 2): A neighbor of the Dursleys who looks after Harry occasionally.
Etym: The name is properly derived from fig, but my guess is that if there is any meaning to it, Rowling is thinking more along the lines of the surname Figgis, from a nickname for a trustworthy or reliable person.
Filch, Argus: The caretaker of Hogwarts and terror of curfew-breakers-- all the harder for him as he's a Squib.
Etym: Probably just the English word... thus, Argus Filch is on the lookout for all who might steal. (Doesn't do a very good job of it, does he?)
Finch-Fletchley, Justin (PS ch. 7): A Hufflepuff, the same year as Harry.
Etym: Finch means what it looks like, and I've no idea about the other part.
Finite Incantatem: An incantation that halts all ongoing spells in the vicinity.
Etym: Latin, "end spellcasting".
Finnigan, Seamus (PS ch. 7): A Gryffindor, the same year as Harry. His mother was a witch, and didn't tell his Muggle father until after they were married.
Etym: From the Gaelic name Fionn, meaning "white".
Firebolt: The absolutely most advanced broom yet created by modern magical technology.
Firenze: A centaur who lives in the Forbidden Forest.
Etym: The modern Italian name for Florence.
Fizzing Whizbee: A type of wizard candy available at Honeydukes.
Flamel, Nicholas (PS ch. 6): A 665-year-old alchemist and opera lover, a friend of Dumbledore's, and the creator of the only Philosopher's Stone known to be in existence.
Etym: The name of an actual historical alchemist. The Spell Binder has a lengthy article on him.
Flamel, Perenelle (PS ch. 13): Nicholas Flamel's wife, a mere 658 years old.
Fleet, Angus (CoS ch. 5): A Muggle resident of Peebles who spotted Harry and Ron in the flying Ford Anglia.
Etym: As a last name, from Old English fleot "stream, estuary, creek" or Middle English flete "swift".
Fleetwood's High-Finish Handle Polish: Part of Harry's broomstick maintenance kit.
Etym: Fleet... wood... get it?
Flesh-Eating Slug Repellent: Something to keep Flesh-Eating Slugs out of cabbages, apparently.
Fletcher, Mundungus (CoS ch. 3): The target of a raid by the Misuse of Muggle Artifacts Office.
Etym: An arrowsmith, from Old French fleche "arrow".
Flint, Marcus (PS ch. 11): A Slytherin, five years ahead of Harry. Chaser and captain of the Slytherin Quidditch team during Harry's first year.
Etym: Name for someone who lived near a notable outcrop of flint, or nickname for a hard-hearted individual.
Flitwick: The Charms teacher at Hogwarts, a former dueling champion who has since moved on to the far more exciting and dangerous career of teaching adolescents to handle supernatural forces.
Etym: A town in Bedfordshire; no etymology found, though.
flobberworm: The most uninspiring magical creature in existence. A flobberworm subsists on a diet of lettuce and does nothing else.
Floo powder: A substance that allows one to travel from fireplace to fireplace by throwing some into a fire and speaking the intended destination.
Etym: Probably a pun on flew or flue or both.
Florean Fortescue: Etym: From Latin florianus "flowery, blooming". Florian is the name of a 4th century saint invoked against fire and drought.
Flourish and Blotts: A bookstore in Diagon Alley, the place where Hogwarts students buy their textbooks.
Etym: A flourish, in penmanship, is an added decoration. To blot is to dry wet ink by pressing something absorbent (like a blotting-paper) onto it, to absorb the excess and keep it from smudging. When writing with a fountain pen or quill, one would sign with a flourish and then blot it.
Fluffy: A cerberid dog acquired by Hagrid and put to work guarding the Philosopher's Stone.
fluxweed: An ingredient of the Polyjuice Potion. Invented, as far as I can tell.
Forbidden Forest: The woods adjoining Hogwarts and Hogsmeade, home to all sorts of magical creatures, including centaurs, Aragog, and possibly a werewolf or two.
Ford Anglia: A cousin to the Ford Prefect which was produced in England from 1959 to 1967 and then was simplified to become the Ford Popular. Arthur Weasley got hold of one and performed a few minor adjustments to it such as allowing it to fly and become invisible at will. Since being crashed into the Whomping Willow, the car has turned feral and been living in the Forbidden Forest.
Forgetfulness Potion: The final exam for Harry's first year of Potions.
Fortescue, Florean (PoA ch. 4): The proprietor of an ice cream parlor in Diagon Alley, who for some reason knows an awful lot about the history of witch-burning.
Etym: From Old French fort "strong, brave" + escu "shield". Thus, a powerful protection against burning.
Fowl or Foul? A Study of Hippogriff Brutality: A book Ron consulted in Buckbeak's defense.
Etym: From Old German frithu "peace" + ric "ruler". The name of lots and lots of German kings.
Freezing Charm: Some kind of paralysis-inducing spell.
Frog Spawn Soap: Something available at Zonko's Joke Shop.
From Egg to Inferno: Another of Hagrid's collection of books on dragon-rearing.
Fubster, Colonel (PoA ch. 2): A retired friend of Harry's Aunt Marge who sometimes looks after Marge's dogs.
Fudge, Cornelius: The current Minister of Magic, although apparently unable to handle the job without constant advice from Dumbledore. If political events in the books match actual history, Fudge is a Tory (in fact, he bears a suspicious resemblance to one particular Tory) who is due to be replaced sometime in book 6 or 7 when Labour takes over the government.
Etym: Of all the meanings available, I think we should look at "false" or "clumsily forged".
Fudge Flies: A candy available at Honeydukes.