First just want to say they’re all good choices with lovely histories and meanings.
I agree with Tori that if you prefer Sophie, you needn’t use Sophia. If you do use Sophia though, one advantage is you have Phia as an alternative nickname - my friend’s daughter is a Sophia nn Phia. It’s very pretty to me. My Sophie friends all get Soph or just Sophie itself - which is an immediately likeable name. It has the softer, gentler sounds.
Julia is a fresh, cheerful name but also sophisticated and a little aloof. Jules makes it more casual and down to earth. I like that it’s a name for all ages and careers and it’s a solid, no-nonsense and easily wearable name.
I really like Naomi but my hesitation is more that I find I say it inconsistently - Nay-omi versus Nyomi and that makes it a more self-conscious name, while the other two/three (Sophia, Sophie & Julia) roll off tongue. For that reason, I’m drawn to Noemie - the French version - as easier to say and super charming! (I also like the similar, Imogen).
Having said that, if you & people around you are all over Naomi, I’d be very tempted to use it as it’s distinctive, memorable and swish, but without at all being “too out there” (it’s a very well established name). It has something very commanding and cool about it.