My mother's name is just
Sally and she doesn't like it at all. She was going to be named
Sarah, but her dad forgot and just told the nurse
Sally (well, first he tried to name her Piglet, but the nurse put her foot down. Yes, really).
I would rather give my child a full name to fall back on, even if I didn't love it as much as the nickname.
Sam,
Penny, and
Jessie are way too insubstantial for full names.
Sally and
Max are probably okay, but I personally find them too cutesy.
I don't really have a similar problem as I tend to dislike nicknames in general -- in fact, I have the reverse problem for a bunch of names where I like the full name but none of the nicknames.