I don't care for it, because I don't like th sounds, but I do like the pronunciation Thay-Lee-A. Or rather, Thayl-yuh.
Funny thing is,
Thalia is the name of the town in
Larry McMurtry's Last Picture Show series. But for some reason, when they made movies of some of the books, they changed the name of the town to Anarene.
There really is a
Thalia, Texas, but the one McMurtry uses is made up and I think, in a different part of the state from the real
Thalia. In any case I have no idea how the book
Thalia is supposed to be pronounced, but I assume it's Thayl-yuh.