I pronounce it He-LAY-nuh, and have always preferred that pronunciation. My favorite combo is
Helena Felicity and my favorite name combo of all time is
Zoe Helena.
Love it.
Helen is a family name for me, it was my great grandmother's name, my aunt was named after her (
Ellen), I was named after (
Eleni), and my cousin's middle is
Ellen, so I love that connection, so it makes the name even better to me. And its a spunkier version of the much loved and slightly boring
Helen.