I really like
Regan, prn the way you prn it. I don't think it would be mispronounced, it's pronounced pretty much how it looks. Reegan is unnecessary IMO, plus it looks pretty ugly. I don't know anyone with the name or anything similar, although there was a character on an Aussie TV show called 'McLeod's Daughters' with the name, spelt and prn the same way you do.
Yeah the Shakespeare character was pretty evil, but that shouldn't put you off using the name if you like it. I'd use it myself if it was further up my list of favourites.