I wouldn't say the name any differently. I know that names can be up to individual interpretation but for me there's a right way and a wrong way to say most of them.
Siobhan is one of these; I don't see it as having any room for interpretation.
I know my list is going to repeat a lot of what people have already said, but other names with a similar feel might include:
Siobhanin
SineadSlaineSeanait
SaoirseSaraidSadhbhSeosaimhthín :-)
http://www.ncf.carleton.ca/~bj333/HomePage.boys.html#Other%20Irish%20Names is where I got some of these from. I don't know how reliable its information is but it's a really long list that can be fun to take a look at.