This is a big time family name for me, and I have the softest of spots and the fiercest of protection instincts about it for that reason.
My (Scottish) grandpa was
Alexander nn
Sandy, my mom is
Sandra nn
Sandy, and I have cousins named
Sandy (on its own) and
Alyx (on its own). Our next child will probably be
Alexander or
Alexandra, with the nickname
Sandy regardless of gender.
Alessandra is lovely, but just be prepared for a lifetime of correcting people who think you said/meant
Alexandra.
Sandra is a bit dated, yes (sorry Mom).
Sandy on its own isn't quite substantial enough (sorry cousin
Sandy).
Other names I've toyed with myself are Cassander/Cassandra and Lysander/Lysandra.