I really like the name Nadia. I like the sound and meaning. It's one of my friend's top choices if she has a girl. I'd spell it Nadia, it looks more attractive that way to me and also I think it's the most popular spelling of it.
Nadja is a pretty common spelling here, but I think I prefer Nadia. Nadya looks weird. I don't really like the name, mostly because of associations, but it could be worse.