I would suggest starting with www.quantumonline.com They have an “All Preferred Stocks” table, or, if you are only interested in the preferreds that generate dividends that are taxed at capital gains rates, there is a “Preferred Stocks eligible for the 15% tax rate” table. The tables can be downloaded into a spreadsheet and filtered, although you may have to do some formatting corrections.
An interesting play is the large bank floating rate preferreds. For a while, even though since they float, they’ll be paying higher rates for a while, they could be purchased at greater discounts than fixed rate issues from the same issuer. Most of that has gone away, and the discounts are more in line with the fixed rate issues. That said, the discounts for floating rate preferreds often still seem to be priced based on the most recently announced dividend, without taking into account that those dividend announcements are generally based on a calculation of interest rates that is at least 3 months old. You need to read the prospectus to be sure you understand the timing of how the each issues rates are calcluated.