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I wouldn't worry about Kathy. A young Katherine nicknamed Kathy would be a rare thing these days. Most young Katherines are Katies, Kates, Kats, or just Katherine.

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Between Katherine and Anna, I'd pick Katherine. I don't find Anna plain, really. I just don't like it as much as Katherine or Anne. Anna doesn't feel as strong as either.

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My favorite spelling of Katherine is Catherine, followed by Katharine, then Katherine. I'm of two minds on the Katharine spelling. Part of me thinks it's too uncommon and too similar to the most popular spelling (Katherine) for anyone to ever get it right. The other part of me thinks there are so many well-accepted spellings of Katherine that all Katherines will need to spell there names often.