The more medieval the better, in my book. I'm especially loving:
Imelda,
Immacolata,
Ines,
Ingrid, Innocenza,
Io, Ipazia (!), Ippolita,
Irene,
Iris,
Irma (but not the English pronunciation),
Irmina,
Isabella,
Isaia, Isauro,
Isidora,
Isidoro,
Ismaele,
Isotta,
Ivo. :0)