I’m Australian, and I’d say Wez-lee (and Lez-lee for [name_u]Leslie[/name_u]/[name_u]Lesley[/name_u]). I’d expect a double ‘s’ for [name_m]Wess[/name_m]-lee
If someone introduced themself as [name_m]Wess[/name_m]-lee, though, I’d use that pronunciation to refer to them (of course).
I’m from the Northeast US & say [name_m]Wessley[/name_m]. I also say Wesston for [name_m]Weston[/name_m], even though there’s only one s in that name, & don’t believe I’ve ever heard anyone say Wezton.
I didn’t realize this until just now, but [name_m]Wesley[/name_m] and [name_u]Leslie[/name_u] look like they should rhyme, yet I always say wess-lee and lez-lee. Now I think I’d actually like [name_u]Leslie[/name_u] more if I said less-lee instead.
I know a [name_m]Wesley[/name_m] and it’s pronounced [name_m]Wesley[/name_m] so i’ve always said it like that. I am from [name_m]New[/name_m] [name_m]York[/name_m].
[name_m]Wess[/name_m] lee…
Wez-lee, to rhyme with [name_u]Leslie[/name_u]. I’m English.
Probably closer to [name_m]Wess[/name_m]-lee but the difference is very subtle to me. I do say [name_m]Wesley[/name_m] and [name_u]Leslie[/name_u] to rhyme.
This is probably useless now because so many British people have responded, but here in the UK it is definitely Wez-ley and Lez-ley. At least in my experience that is.
It is odd, isn’t it? Although we may spell some words with an “s” that Americans would spell with a “z”, we normally pronounce with a “z” sound! Well, unless it’s a double “ss”. Or, you know, one of the thousands of exceptions to any trend in the English language 
Can’t think of any more off the top of my head though…
I say [name_m]WESS[/name_m]-lee.
In [name_m]Harry[/name_m] [name_m]Potter[/name_m] (the french version), they say Wez-lay.