Lola, but, I think that's a name that should belong to a confident girl with a lot of sex appeal (ie; not me), so I think that one's out. As far as suiting my personality, I think Lana or Lani/Lanie would be the best :) Lani/Lanie sort of combines sounds from both my names, but I think Lana might be a bit more appropriate for an 18 year old college student.
To a certain extent I'm not sure you can engineer your own nickname. You can refuse to answer to ones you dislike, but saying "Hi, I'm Haley Alannah and I go by Lola" feels contrived, especially because Lola is a bit of a stretch. I think the nicknames you're looking at now are much more natural. In fact, I'd just say "Hi, I'm Alannah" and see what happens. Chances are the fact that Alannah's your middle name will come up at some point, but it wouldn't be a big deal.
Lana and Allie and Als come naturally to me, so if you occasionally signed emails with Lana I'd probably end up saying that as often as Alannah.
I know Als sounds a bit odd, but two of my roommates ended up with -s casual nicknames in our group, as in "Hey Hills, pass the ketchup" or "Abs, I'm making a Target run." And Abby had a short nickname anyway!
Lana is more me. I probably look more like an Allie, but I'm so sick of hearing it (I went to school with 4, an Alexandra, an Alison, an Alexis and I'm not sure what Allie/Ally #4's name was....all we heard was Allie/Ally!), that I don't think I'd ever enjoy being one! My parents and friends who I've known for quite a while have all said they're more comfortable calling me Haley, and that doesn't bother me, but for the new school, I'd like to make an attempt at using my middle name. I think I'd probably introduce myself as Haley Alannah, but explain that I prefer my middle name and go by that. If Alannah catches on and I feel it suits me best, I'll continue to use it, if not, I'll stay as Haley.
Thank you for the insight though, and, you raise an excellent point, as much as I like Lola, it just doesn't seem like it can logically come from my name!