From the experts:
Delphine is a sleek, chic French name with two nature associations—the dolphin and the delphinium, a bluebell-like flower, a well as to the ancient city of Delphi, which the Greeks believed to be the womb of the earth. It is definitely a fresher choice than over-the-hill Danielle.
Balzac used the name in two of his novels, and Madame de Stael wrote the 1802 epistolary Delphine, which helped bring the name into fashion in France. Delphine Seyrig was a renowned French movie actress.
The attractive Spanish version is Delfina.