I say 'Feb-ru-ary' (but I am often accused of being a latent English teacher and my father was a known pedant in the very best sense of the word), but in this area I usually hear 'Feb-yoo-rary' which does not make a lot of sense given the spelling.
But does anyone say 'Wed-nes-day'? I typically hear 'Wens-dee' and usually when I am speaking that is close to the way it comes out.