I've ALWAYS heard HEL-ehn-uh, and I think it is absolutely GORGEOUS.
If you like hel-LAY-nuh, spell it that way.
Helaena (At lest I THINK ae makes the ay sound)
I like the Hel-leen-uh pronunciation best! Beautiful name.
I like Hell-eh-nah the best, followed by huh-lay-na (huh part is soft h sound with the uh sound; sorry, not the best with pronunciations).
I think he-LAY-nuh is prettier, but HELL-eh-nuh is the pronunciation I've heard most frequently so I don't think I'd use it if I hated that pronunciation.
I love hel-AY-nah. That is also the most intuitive prn for me, unless it's followed by Bonham-Carter.