[name_m]Stephan[/name_m] : I would say [name_u]Stef[/name_u] - ahn (although also understand [name_u]Stef[/name_u] - un)
[name_m]Stephen[/name_m] : I would say [name_u]Stef[/name_u] - enne (or have also heard Stee - ven)
[name_m]Steven[/name_m] : Stee - ven (the only pronounciation that feels comfortable to me)