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Where I live, it's pronounced with a z sound, but I've heard Americans say it with an s. I've never met anyone with the name. South Africa has a large number of Methodist churches, some of which call themselves Wesleyan Methodists, and that's the closest I've ever come to Wesley as a name. Not sure about the era: present-day, or perhaps mid-18th century, though I'm sure it wasn't used as a fn then: it was the surname of the founders of the Methodist faith.