Maximus was one of three names we were seriously considering for my son when he was born. We were debating between Wolf, Maximus and Luther. Luther won. Anyway, I like a lot of the names in your signature and I think we might have similar tastes. Maybe not, but I would suggest most of the boy names in my signature!
My favorites would be:
Of the names in your signature I like Damien and Dante a lot with Max. Maximus is such a strong boys name, and both Damien and Dante give me kind of the same impression.
Leonides - I like this one. Maximus and Leonides are two super awesome, strong boys names, and Max and Leo are their cute nn's!
Magnus - too similar to Max?
It depends on how you want to go, I think. I like Maximus with Lucius or Julius, but I don't know if that strikes you as too matchy. I also see it with other Roman type names - do you like the idea of having a Roman theme?
What about ...
Cyprian (one of my favorite names!)
Urban (another one that I think is just awesome)
I am having a hard time deciding which direction to go. Do I keep the Roman style? Do I just find something that I think is strong and handsome? I like many of your suggestions, but I'm just not sold on any yet. Is Maximus and Julius too much? Do Maximus and Theodore go? Should I do something totally different like Maximus and August? We thought about Leonidas (mostly to "one-up" a "friendly rival" who has a Maximilian and is pregnant with a Leonardo,) but isn't Maximus and Leonides way, way too much? I guess I'm sort of almost asking complete strangers to tell me what to do. This is stressful. Any other suggestions are very appreciated!
You don't need to stick to Roman or Latin names, but I wouldn't go with anything modern either. Avoid names like Zaden or Caden and you should be fine. Also, because Maximus is quite masculine and strong, I would recommend sticking with an equally masculine name for his brother. Theodore is fine and so are most of the names on your signature. I like Damien because it is very masculine and it frees you from the Roman/Latin names. At the same time it is still ancient and has a lot of history (for example: Saint Damian if you are interested in Saint names, or the Greek myth about Damon and Pythias.) I am also a fan of Leonidas, but it might be a bit much paired up with Maximus. If you have a third child, it might be hard to come up with something that fits in. Julius and August would be ok.
I think Julius and Leonidas would be too much. Too many "us"-es. August is very nice, and Theodore matches Maximus well in my opinion (Theo and Max, August and Max, both are great). I agree that you don't need to stick to Roman/Latin names and shouldn't go modern either. Just find something you think is strong and handsome.