Spanish 'ce' is pronounced somewhat close to 'thay' (but it is soft) in Castilian Spanish, but often 'ceh' in southern Spain, where 'thay' to some has the feeling of effeminacy and brings smiles when heard from a foreigner. 'Thay' is given as the pronunciation in Velásquez and that is the way it is taught in European foreign language courses, but the English 'thay' is too bald.
In reality, in much of Spain the c in ce and ci sounds a lot like a soft 'z.'
Even the hard 'c' is not as forced as it is in English.

A good pronunciation site is: Spanish
Look at Topic 19 for 'c.'

Catalan and other areas seem to be mixed. Many Catalans are proud of their own language.

In Mexico and Spanish America, 'thay' is not heard. Both 'ce' and 'ci' are pronounced like 's,' but the 'almost z' sound is occasional.

(I took Spanish lessons from a Colombian who worked in the same company as me- they have a number of local usages that weren't in the textbook and sometimes he became confused. Never did learn more than rudimentary 'tourist' Spanish, and I have lost most of that).