Zsa-Zsa
Zurich
(wanted to say Zorro, one of my rabbits is called Zorro, his parents are Smokey and The Bandit, all have 'cowboy' names!)
Zora (means 'dawn')
Zilpah
or, for boys
Zak, Zacharia, Zackarias
I'd vote for Zephyr, maybe it'll run like the wind..
Zane