I don't generally tend to like nicknames for my favorite names, but I've got nothing against them. There are exceptions of course.
Pavel "
Pasha",
Helena "
Lena",
Scheherazade "
Hera",
Edith "
Edie",
Isobel "Iso",
Soleil "
Sol". I like all the full names enough to use them most often in these cases, though.
If I liked the nickname better and didn't figure I was going to use the full name ever, I'd just use the nn and screw the fn. For example, if I liked
Millie but not
Millicent, I'd trash
Millicent and go with only
Millie (for the record, I really hate both
Millie and
Millicent).