Wednesday
First name of the original goth princess. I'm not goth myself, but I appreciate the romantic/dramatic value. This name can be so many things: decadent, whimsical, feminine, strong. And I guarantee you your daughter will never have to be referred to as "Wednesday B." in her kindergarten class.
The day of the week Wednesday, was named for the Norse god Odin/Woden. Charles Addams used the name for the daughter in his cartoons "The Addams Family" which appeared in the New Yorker from 1935-1988 and was later made into a TV series and a couple of movies.