Personally, I would pick one or the other. As you said, they are different versions of the same name. I find it extremely silly when people use names like
Julie,
Sophie, or
Marie as nicknames for
Julia,
Sophia, and
Maria. Why would you name your child one thing and then call them a legitimate, full first-name from another language or culture? Perhaps it's because I'm a French-speaker, but
Sophia does not sound any more "mature" or "complete" than
Sophie, imo.
I think both
Sophia and
Sophie are beautiful names. They are popular, but you can't go wrong with such classic names. I'll admit that I have a slight preference for
Sophie, but
Sophia is gorgeous too. Both of them are perfect without any nicknames.