And that's where they will fail. It's like calling FFVII's Rino instead of Reno because that's how it works in the English language.
1) It's a name, rules hardly work on it.
2) It's the dying romanji of a name conceived by Japanese.
If someone who speaks a different language would pronounce my name differently, he would be wrong.
As for Xigbar's name, it's a mixture of the English writing with the Japanese writing. It helps put logical order for those outside of Japan, yet just because you're American doesn't give you the right to call a character in a name not its own.
Until we hear it pronounced differently (and I'm sure we heard it already, actually, pronounced the way most of us think it to be), it's Shion.