In the name of Zod!
I say Zee, though I figure maybe I should say Zod, just to appease the inner Diablo nerd.
Note: I am Canadian and still pronounce it Zee. It just fits with the rest of the alphabet. Doubleyou still sounds awkward though, we should make it pronounced "Wii" instead of "Doubleyou" because "Doubleyou" makes no sense at all, it's not representative of what the letter sounds like and it looks more like double-V than double-U.