I prefer it spelled
Siena, one N as in the place name, in honor of St.
Catherine of
Siena. It frankly distressed me, when I was pregnant last time, that 2N
Sienna's kind of trendy / popular, because if I had used it (I was seriously considering
Summer Siena for a girl) I think most people would have assumed I used it
because of its popularity -- and maybe even thought I'd spelled it wrong using only the one N. :-/
Oh well. Dodged that bullet with
Gideon. :-) I do think it's a lovely name, whatever your reasons for liking it.