I quite like Avon, too - there's something pleasantly mysterious about it, can't quite put my finger on it. I'd only like it for a boy, though. :) Oh, and it also reminds me of Stratford-upon-Avon (as I had never heard of the river before), which is where
William Shakespeare was born. ;)
Myself, I pronounce Avonia as ah-VOE-nee-ah. I prefer the long, stressed "o"-sound version, as I think the alternate option seems a bit awkward and is the less obvious choice (I think). But well, that's just a matter of personal taste, of course. ;)
Also, I see what you mean about the -ia thing, but I don't think that's as much an issue with Avonia. It's a fairly short name, and Avona would make it look a bit odd and 'naked'.
Alexandria, on the other hand, is quite a mouthful, so then
Alexandra makes more sense. But again, that's just a matter of personal taste. ;)
Anyway, thank you for your input - it was the most elaborate response so far, and I appreciate that. :)