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No favorite names yet.
Though it's not similar to the names you've suggested, I thought I'd throw in the name that my (Australian) friend and his Japanese wife have chosen for their (as yet unconceived) baby, if it's a girl - Juno. A name easily pronounced in both languages and known as an English language movie, and is the name of a Japanese singer.
(also, as an aside, as a Penelope myself, I always go by Penny, which has seemed easy for Japanese people I know to pronounce).
haha, Cee Cee, love it! :D
there was a reality TV show in Australia some years ago (http://www.abc.net.au/tv/outbackhouse/txt/s1376041.htm) where the daughters were named Persephone, Pierette and Portia. Sounded so fancy to me. They were a fairly well-to-do family, but, wow.
And tell your mum that Penelope's a great name! (not that I'm biased :) )
Allegra? You mean my future daughters name? Well I like it! :) It's definitely at the top of my favourites list. There's no drug-links where I live (Australia), so no bad connotations for me.
Somewhat related - the middle names of leaders.
ie William JEFFERSON Clinton (US), and John WINSTON Howard (Australian former Prime Minister.
Were they born to lead? How many other people have those middle names (John Winston Lennon being the only exception I know of :) )