I like
Sasha only as a nickname. As a nickname, it's fine for either gender.
Alexander and
Alexandra are high on my favorites list, too, so
Sasha works for me!
I know a girl named
Sasha, and it aggravates me that this is her given name...grrr... Other than that, all the Sashas that I know of are using it as a nickname. (And the vast majority of them are boys.)
DH :-)