Julia is a beautiful name!
I don't like Sophia with it because of the two "a" endings but I'm picky like that. I don't like Alyse because of the vowel to vowel thing (Juli-A A-lyse) doesn't sound good to me. Again, I'm picky and some exceptions. My first daughter's name is Chloe Alexandra, vowel to vowel but for some reason it sounds good to me.
Taylor sounds good with it to me. Depends on if it goes nicely with your last name too.
I also like Julia Catherine and Julia Michelle, and Julia Marie, and Julia Lynn.
Good luck deciding and with the pregnancy!