According to the Encyclopedia Mythica's helpful guide to pronouncing various names from mythology, (
http://www.pantheon.org/miscellaneous/pronunciations.html) it's pronounced DAN-ay-ee. Greek names ending in "e" have the "e" pronounced seperately. I don't think country of residence has much to do with it, if one's aim is to pronounce a name correctly. If you're looking for the trendiest Americanized (i.e. contrived) pronounciation, then I'm afraid I'm to be no real help. My best guess would be most people would mutilate it into the hideous DAN-ay, DANE-ee, or duh-NAY.