I really like Roxane/Roxanne/Roxana/Roxanna. I like the look, sound, meaning, and that it's a funny combination of distinct and ordinary. There are not many names with the Rox- element, and the -anne element is super common.
Roxy I feel neutral about, like
Nick to
Nicholas. It's part of the name and makes a fine nickname. As a full name, I don't like it - it's corny and childish, with a weird sexy element that I guess I got from the show Chicago. Seems like a brand name.
Bethany is a nice wholesome name like fresh baked bread. A little house. I think of it like a more specifically flavored
Elizabeth: more religious overtones, and with an obvious preferred nickname. I like it just fine on other people. Again, not many names like it.
I don't really like
Maxine. I find it very LOUD. It's everything I sort of dislike about
Roxy and Roxanne/etc, but none of the things I like about it.
Max is an ugly sound.