South Asian here: choose a name that can be pronounced by the average American. Otherwise it will end up being bastardized in some way and will not resemble the name you selected.
I have a pretty easy name to pronounce but even my name gets mispronounced with different emphasis on various letters. It does not bother me but I am glad that it was not a more unusual name.
Also, be wary for names that end up becoming a joke in the context of living in the US or the West. For example, I know someone whose last name is "Dixit" - which is not an uncommon name in India - but he had hell when he was in school with other kids pronouncing his name as "dick-shit".
BTW, I am not sure if the last name spelled "Dixit" is itself not a modification from the way it used to be spelled which was "Dikshit" - and the latter was changed for obvious reasons.
http://en.wikipedia.org/wiki/Dikshit