Of the names you have I like Ziggy. Rocky sounds like Rosie so that could be confusing for them and I like a "ee" ending sound.
Max "the ninja"-American Cocker Spaniel G-day 3/2009
Charlie "the middle child"- Orange Tabby G-day 7/2005
Sadie - Grey Tabby 9/1996-8/4/2012 RIP