I LOVE Sasha. Amelie reminds me of the movie and I don't mind Amelia, but I'm not so keen on the idea of Milly as a nickname... Also, I don't what anyone else thinks, but I find that there are certain names/sounds that have the potential to be changed by a screechy ocker accent. (I grew up in the country)! Amelia strikes me as one of those!

Go with what you love!