Other names that are great.

Some names are great, but sound odd to actually have in English, but turn out well anyway because there are great nicknames that work. This list is neglecting common Greek or Russian ways of creating nicknames from these names.

• Paraskevi/Paraskeva. You can use Evi, Eva, Petka, or Friday if you're adventurous and enjoy multilingual puns (or perhaps just translating the story). Pyatnitsa if very adventurous.
• Speaking of Friday, there's Hildegard. Hildy is a very usable shortening of it.
• Winifred is uncommon, but she was a marvelous saint and "Winnie" works well.
• Barsanuphius and Barry/Barney/Bart has already been discussed.
• Photini. I can't think of a way to make this less "exotic" other than making it more common.
• Benedict is somewhat uncommon, but Ben works as a short version that obscures the relative oddness of the name - obscuring it is probably less necessary these days, as certain high profile actors have the name.
• Theodosius, Theoderic, Theodoret, Theodotos etc can, like "Theodore", be shortened to Ted.
• Theophilos, Theophanes, and Theognostos can be turned into Theo.
• Amphilochios, Theophilos, and other -phil- names can be, of course, "Phil".
• Maximos is a little odd, according to some, but "Max" is not unprecedented. Makarios could also be similarly shortened.
• Hyacinth could be Jack.
• Turbo. No modification.
• Gerasimos, Germanos, and other modifications could be referred to as "Jerry".
• Nikon, Nikephoros, Nikodemos, Nikander, Nikanor, Nikitas (the Goth), or even Nektarios could all be "Nick". Nektarios could also be "Terry".
• Wilfred or Wilibrord could pass as "Will".
• Remigius is already commonly abbreviated as Rémy, and I think that sounds fine, albeit French.

These are just musings off the top of my head. Overly Greek or Slavic names can be Latinicized if you prefer (eg, -us instead of -os, 'c' instead of 'k', etc). Frankly, there's a fine long English tradition of giving people obscure, long, and foreign (although in that case, typically Hebraic in at least the 19th century among Protestant) names. So why be shy about it now?