My order of preference is the reverse of how you've written them in the title:
Lyra
Luna
Lara
Lena
Lana
Someone once pointed out that Lana is anal backwards and I'm sorry but I cant think of anything else now!
Lyra has been on mine and DH list since we had a drunken conversation about future baby names as teenagers which was 10+ years ago now and we both still love it.