I pronounce them all MAH-ya. They are full names to me. I've never heard them being pronounced MAY-a, I'm pretty sure that pronunciation wouldn't be correct.
I used to like
Maia and
Maya. I still kind of like them but wouldn't use them. The thing is that they make me think of the human sacrifices of the Mayans. I don't know why as they had such an interesting and great culture but I can only think of that for some reason since watching a documentary. I also think the name is way too common.
I dislike
Maja because it doesn't look very nice at all. I like
Maia and
Maya about the same. Used to prefer
Maia for a long time, though. Not cutesy at all it looks elegant spelled like that.
Maja would get mispronounced as MAY-ja or MAH-ja a lot.
Maya and
Maia are full names and
Maja could be seen as a nickname for
Maria but also as a variant of
Maia and
Maya, I guess, so it's a full name. Not like
Sandra nor like
Katie. Just a full name. I doubt anyone still uses it as a nickname.
However I much prefer
Kaia, Kaya and
Gaia.