I'd hate to be redundant, but...
Xemnas => ZEM-ness
Xigbar => ZIG-bar
Xaldin => ZAL-din
Vexen => VECKS-en
Lexaeus => LEX-ee-us
Zexion => ZECKS-ee-on
Saïx => SIGH-acks
Axel => AX-el
Demyx => DEM-icks
Luxord => LUCK-sord
Marluxia => Mar-LOO-shuh
Larxene => Larck-SEEN
Roxas => ROCK-sess
Xion => SHEE-ohwn
Speaking of which:
Braig => BRAYG?
Dilan => DIH-len?
Even => EH-ven or EE-ven?
Aeleus => I-lee-us, AY-lee-us, etc?
Ienzo => I-EN-zoh or YEN-zoh?
Isa => I-suh, EE-suh, I-zuh, or EE-zuh?
I was confused about those pronunciations, too. :0