Bo-du-SEE-uh is the pronunciation of the variant Boudicea which is a version of the name found in Tacitus and may be a mistranscription.
While I wouldn't normally rely on wikipedia, they have an interesting paragraph on her name which looks well sourced. They cite Kenneth Jackson (a well known Celtic scholar) who says that the original was probably Boudica and pronounced something like bo-DI-ka (bo as in low) although the modern pronunciation is boo-DI-kuh.
Personally, I always stressed the first syllable and that was how I'd heard it said. http://en.wikipedia.org/wiki/Boudica