Normally I wouldn't love the idea of Madelyn and Marianne in the same set of siblings, but as you're planning to call her Annie I don't see a problem. I think Violet would fit well in your family as well. Felicity would be a refreshing choice - why not Felicity Jane or Felicity Juliet instead of Felicity Olive?
Polls are a good way to get a general idea of how people react to different names, but try not to lose sight of what YOU love - there isn't a terrible name on your list, and your family and friends will learn to love whatever name you choose even if their initial reaction is lukewarm. Marianne is not currently popular in the US or the UK and isn't trendy like Violet, Penelope and other names you are considering, but that doesn't make it a bad name.
Thanks so much ysaline! Very good to remember. :) Of course, we don't even know whether we are having a boy or a girl yet (I'm only a few weeks along!) so I may be fretting over girl names for nothing!
I voted for Marianne, but only because of the rather obscure reason that in a classic series of British children's books (Just William) there is an irritating, spoiled brat with a lisp called Violet Elizabeth Bott whose catchphrase is "I'll thcweam and thcweam and thcweam until I'm thick"! This probably isn't an issue for many other people ;-)