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