Helen, every time and all the way.
Ellen has never been used much where I live, and though I like
Eleanor,
Elinor etc a lot, it's never appealed to me. Too many Victorian and Edwardian authors used it for housemaids!
Helen has a wonderful pedigree, right back to
Troy; granted, a friend's parents wanted to name their youngest daughter
Helen but took a calm, thoughtful look at her siblings and decided that it would instantly be shortened to Hel(l), and since their father was a
Baptist minister, they went for
Eleanor instead. But it's a chance I'd happily take.