Vyk, it doesn't seem that everyone has been confused on the pronunciation as you have. Personally, I had always pronounced her name correctly, as well as that of chocobos, etc. Tidus I didn't, but that's because I was thinking of Greek influences. Point being, Yuffie's name has a beautiful grammatical form, and I think it should be left. Pronunciation wasn't difficult for at least some people, if not most, apparently (though one of my friends called chocobos co-co-bu-s... I have yet to understand that one.), and if pronunciation guidance is needed, it can be found.

I like Square's use of Romanji for the names, but it would be very helpful if Square-Enix put pronunications on their website or something.

Until then.... we use movies and sounds in games, and get ahold of some Japanese FF fans!