I don't know any Wendys or Helens, so they're not a common name at all. In Western cultures, people like it when they share a name in common with someone else, but I understand Chinese people don't like this. Therefore, you can use your own name, or a nickname that your friends call you, and you won't run into that problem. If you want to do an English name, Xiaoyi to me (if I'm pronouncing it correctly in my head) sounds closest to the name "Shirley", so you could also use that. And trust me, that name is also very rare. P.S. Where are you headed to, America or another English-speaking country?

I would recommend the irish names either Sian or Siobhan, as they carry an early similar sound.

If I traveled abroad I'd like to use my real name. No matter people would think it's different of what they are used to. Actually I'd use this situation like a clue to understand how much people are interested in me and in my culture.

I would use an English one to introduce myself. Why not Dee which is short for Diedre? Everyone will remember you if you say, "Hi I'm Dee from China".

I have a list of choices I made for another friend. If you want to see it, send me a message.