in Japan, it's approximately GAY-teh.
going way off topic, but just remembered an amusing incident. i was once talking to a woman recently emigrated from China, and at one point i refered to Bruce Lee, but obviously she had no idea who i was talking about. finally, i imitated his high-pitched vocalizations, at which point she laughed, said something about talks like a woman, i nodded, then she said something unpronounceable, which was presumably his Chinese name.