I have a Madeleine. She's 5 and a half and can spell it! Needless to say, I think it's a lovely name (and I love the name Rose too - unfortunately for me it has connotations of a past relationship that went seriously pear-shaped, but otherwise I think it's lovely!).
Easy to teach her to spell it... You teach it rhythmically...
em ay DEE
ee ELL
ee AYE
en EE
(iyswim)
Worked for me, anyway. Just working on the surname now, which has 11 letters and is not at all phonetic!