We knew we'd probably end up calling Josephine something other than Josephine most of the time. At this point "Josie" is winning as the preferred nickname. I really want to buy something with her name on it to put up in her room, but can't yet commit to either of the two names, so I'll wait until we settle on one or the other officially.
As for the silly little pet nicknames, the ones she will never write on her papers at school:
When we first brought her home from the hospital, we called her Monkey for several days, because of the little noises she made. We bought her some pajamas with a monkey on them as an homage to this name (which she has now outgrown).
Maybe she outgrew the nickname, too: My friend Rachel told her daughter Rebekkah that we had a baby named Josephine. She replied, "Oh, like Josefina!" When I relayed to Ryan that our baby's name was shared, in the Spanish pronunciation, with an American Girl Doll), he misunderstood what I said and asked quizzically, "José Peanut?" which, of course, launched a nickname that sticks. So far.