I would definitely pronounce Meggan as MEG-an.
My best friends name is Meegan - different spelling again but pronounced what I would call the usual way - ME-gan.
I have known quite a few Megan/Meagan/Meegan's in my time and I have never come across anyone that pronounces it MAY-gan or MEG-an - does this happen more frequently in the USA or have I just not encountered any in Australia? In my experience the most popular way I have seen it spelt is
Megan and pronounced ME-gan.