How do I get Siri to pronounce my name correctly?
When this happens, it's usually because the nickname field is also filled in. The nickname field trumps the phonetic first name field. So if you ever used the Siri command "Call me ..." she would automatically fill in the nickname field, making the phonetic field useless.

To fix the problem, either write the phonetic spelling inside the nickname field, or delete the nickname field and write the phonetic spelling in the phonetic first name field.

Tip: To hear her pronounce your name, you can ask her, "What is my name?"

The advantage of using the phonetic spelling field is that it expresses the property more accurately. However, I noticed that it has a flaw in that it messes with the sorting in the Contacts app (especially if you sort by first name and include an accented character to help with the pronunciation). Therefore, you might want to use the nickname field instead of phonetic spelling.