I like
Sasha. I think it's ok on a girl but love it on a boy. I definitely think
Aleksandr nn "
Sasha" is better than just
Sasha by itself. Of course, for story purposes, you don't need to overemphasise that point. It's important to note that if the character is Russian, Russians are nearly never legally called a diminutive name - e.g. you'll not people legally called
Sasha,
Dima,
Misha etc. - and nicknames are more reserved for people who are known personally rather than everyday use - e.g. in many countries, someone called
Alexander "
Alex" might spend 90% of their life being referred to as
Alex by anyone from teachers to dentist receptionists to their best friend, both close associates and relative strangers. In Russia it is (traditionally) seen as overly informal to call someone by a nickname, so
Aleksandr would (traditionally) only be called "
Sasha" by friends, family etc. but "
Aleksandr" by strangers. I don't like
Sanya as much as
Sasha, but it works for a nn for
Aleksandr. I also like "
Shura" as a nickname (unisex, although slightly more common for
Aleksandra in my experience) and I really like "Shurik" (mostly masculine).
I also really love
Dmitri nn "
Dima".
I don't like
Kesha or
Luka. I like
Nikita but mostly associate it with Khruschev, which is stupid because it's hardly a rare name. I don't care for
Nikon or
Rodion.
I also really like
Mikhail, I prefer
Misha to
Mishka as a nn.
Yasha or
Yura would not be used as a nickname for
Mikhail, they would be
Yakov and Yuri(y) respectfully. I am neutral on
Yakov and do like Yuri(y) but maybe only because of the Gagarin association rather than the sound of the name itself.