I'm sure both Vaan and Fran are with accents:
Vaan=said like von
Fran=said like fron, though, I don't think the english version will pronouce it this way

I just pronouce Vaan like it was pronouced in Escaflowne, which was "von", and whenever I've heard the name Fran, it's been pronpunced "Fron"

Also, I think Ache, and the other ways to spell it reflect the japanese way to say Ashe, I think it's really prounced Ash.

Penelo, I would think, would be something like peh-ni-lo, it can also be Peh-neh-lo, though, or neither. xD It all really depends on how it was written in japanese, and since I don't remember what characters are in her name, I don't know. XD

It's the two Balthier and Basch (or whatever their names are, when the game comes out, I'll make note of the spelling) that I don't really have a temp pronouction for, I just say Bal-fere and Bah-sh, XD or something like that, but when the game comes out, we'll heard hoe it's said, and I wouldn't doubt I'm saying them all wrong. XD