Ariana is very pretty, but it's ruined for me because of a bad assoication. A girl at my school bears the name, and she's pretty dumb and, erm, "easy", for lack of a better word. Oh, how I wish I didn't have that assoication! :(
I agree with you on pronounciation. The "ahna" ending sounds much better to me.
Out of those four,
Julia is my favorite.
Isabel,
Nicolas,
Sofia, and
Julia sounds great. :)