Here are my thoughts-
Violet-This is my favorite of the three. It's so easy to picture on any age, & it conjures a really nice feminine image. It's also a classic, & very easy to spell & say.
Penelope-I can't figure out how I feel about this name. Something about it has always seemed a bit nerdy to me, but then again, I love all of the nns that it offers: Penny, Poppy, Polly, Nellie, Pippa(?).
Phoebe-This is cute, & more mainstream then it was pre-1994. It's a bit more difficult to take seriously then say a lawyer called Violet. It doesn't really lead to any nns either, if that bothers you.
It doesn't seem like you can go wrong w/any of these though! Does one in particular sound best w/your ln?
All three of them are great names, but very different from each other.
Violet -- This is my favorite of the three. It's classic, but it also has a nature element to it, being a color and a flower. It's like Rose or Lily, but more unique.
Penelope -- I see this as classic in the old-fashioned sense, like Ada or Beatrice. Penny is an adorable nickname.
Phoebe -- This has a much more modern, chic, urban feel to it than the other two. It's on the trendy side, but not overly trendy. It's a lot like Zoe and Chloe.
I love all 3 of these names!
Violet - I really want to like this name.