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When it originally came out I pronounced it "due sex"
I pronounced it correctly because I knew the phrase Deus Ex Machina already. <_<
Funny, there is actually another thread on the exact same topic:

http://www.gog.com/en/forum/general/how_do_you_really_pronounce_deus_ex/page1
I used to call pronounce it as Dee-us Ex.