Sound-by-sound for 'Steve' (Taiwan/HK preference):
史 ('history' - also a Chinese surname) for the 'St-' onset,
戴 ('to wear') for '-tea-/-tay-',
夫 ('man') for the closing '-ve'. Mainland publications usually use
史蒂夫 - both are valid;
史戴夫 reads as slightly older or Taiwan-flavored.
