One of my best friends is Romy
(full name). She pronounces it like ROE-mee rather than ROH-mi though. I like it and I think it holds it's own just find. I think of her pronunciation as full name because I've only known her with the name...the other pronunciation I'd assume would be a nickname if I heard it.
I generally prefer nicknamey names with full names to back them up. I often have the issue though where I love the nickname but don't like any full names enough and don't think they can stand on their own (Evie
is an example).
Yeah, I actually don't have that many exceptions off the top of my head!