My mother is named Shelagh, but pronounces it 'sha-lay', not Shiela. I think because it is spelled with a -gh, instead of a -la, it sounds better as 'sha-lay', and it really doesn't make sense to pronounce it Shiela.
-- Anonymous User 1/25/2006
In the US, with this spelling, people will tend to say shuh-lag, which is not very musical to my ear. I'd spell it Shellae if I was in love with the sound of the Irish pronunciation.