I pronounce it as sah-FEAR-ah as well. And I like the spelling Saphira; sa-FIE-rah just sound strange, imo. In Christopher Paolini's books, The Inheritance Cycle, one of the main characters, a blue, female dragon, is named Saphira. Since reading those books, I've become quite fond of the name though personally I would never use it because of the association with the books.
"Hi, what's your name?"
"Saphira. I was named after a fictional dragon in a chronicle books that never faired well." :o/
But then again it could be seen as:
"Hi, what's your name?"
"Saphira. I was named after a book written about the adventures of mythical dragons. Wanna play Barbies?"