I definitely recommend you to write your name in katakana. If you'll write your name in Hiragana, it seems slightly childish. And if you'll write your name in Kanji, that sounds definitely weird. Because each Kanji have a specific meaning. And foreign words come to Japan and it'll be wrote in Katakana usually. for instance Ice creamアイスクリーム radio ラジオ glass ガラス basketballバスケットボール I think some of Japanese girls use only Hiragana is because that's easy to read and somehow they want to hide their full name due to protect their personal information. I hope you'll enjoy talking with your Japanese friends.

You should better write your name in katakana because it's a character which is used to spell words of foreign origin or foreign names. Each kanji has it's own meanings, so Japanise give their children names considering the meanings as well as how it sounds. If you write your name in kanji, we know that you like Japan but at the same time,we feel a bit strange. As you mentioned, some Japanise girls write their names in hiragana and there is 2 reasons. One is because there name is originally written in hiragana, and other is because they feel that names written in hiragana is more pretty. Writing in katakana is natural for you.

katakana, hiragana, or kanji You like it and should choose it

I'm pretty sure all foreign things would be written in Katakana

You should write your name only in Katakana. If your name is "Natalie" then, it should be "ナタリー(Natarii)" As exceptions, Chinese names are usually written in Kanji, and inversely some Japanese girls' names don't have spelling in Kanji.