Since we're both confident it's a girl, we've got Anna down as our favourite and that's unlike to change now. Rosie is our standby/runner up, and we've decided on Pamela as a middle name eitherway. We'd like to give two middle names, haven't decided on the second yet.
Boy names we're finding trickier. Our "shortlist" (ha!) is still about 20 names long and changes almost daily, but ones that figure frequently are Thomas, Benjammin, John, James, Seth, Joshua, Max, Jack, Michael, Daniel, Simon, Joseph and Noel. High on the list were Matthew and Nicholas, but my half-second-cousin who I'm quite close to is due soon with her first baby, a boy, and she's planning to call him drum roll Matthew Nicholas, so reluctantly we've had to strike Matthew off the list. As TantiK said, we're not sure of the etiquette on borrowing middle names yet so we'll have to wait and see probably won't be an issue though, because I'm certainly she's a girl!