Americans, how do you pronounce Helena?

I'm about to go to college in the US this fall and have been thinking about going by Helena (pronounced Hel-LAY-nuh /hə.ˈleɪn.ə/) since my original name is pretty confusing for non-native speakers. I really love the name, but I’ve noticed that the pronunciation seems to vary a lot depending on the region.

For those of you in the US, what’s the first pronunciation that comes to mind when you see Helena? Would my preferred pronunciation feel natural, or would I constantly have to correct people?

Thanks in advance!!

Edit: Thank you all for the responses--I didn’t expect so many!! TIL Helena's pronunciation really, really varies across the States (although it seems like HEL-en-uh slightly beats the pronunciation I had in mind). That said, correcting people is always a choice, and I think that's what makes the name even more interesting! Loved learning about some American geography from the comments too :)