Princess Azula from Avatar: The Last Airbender (an AMAZING show by the way!) was originally going to be named Zula, but the creators changed it at the last minute, because they thought it flowed better with her other family member's names (Those would include Zuko, Iroh, Ozai, and Ursa).
Actually, in the Nickelodeon series "Avatar: The Last Airbender" the fire nation princess is named Azula. After the Spanish word "azul" which means blue. The creators gave this name to her because her firebending is lightening that's blue.