1. I pronounce it TAHL-ee-ah
2. I don't know what the Greek pronunciation is--the website doesn't provide one and there are several different pronunciations given in the comments. I just go with TAHL-ee-ah because I like it the best.
3. I like the spellings
Thalia and
Talia.
4. I know a
Talia who pronounces it TAHL-ee-ah.
5. Well,
Thalia seems to be a little bit more difficult to figure out a pronunciation for, so if you're really concerned about it, then you shouldn't use it (or go for a different spelling that is easier to pronounce).
6. I really love
Thalia (&
Talia), and at the moment I'm preferring
Thalia.