Names are one thing; some people like in other countries enjoy the challenge of saying people’s names the way they are supposed to be pronounced. However, if there are consonant clusters that are difficult to pronounce, it can be a real challenge. I do both. When teaching, I say my name the way it’s supposed to be pronounced. When out doing other business (not work) I use my katakanaized name because it’s easier to hear.
For other words, you should try to use the katakanaized form because some people are really sensitive about pronunciation of foreign words. It’s difficult because naturally you’ll want to say it the way you normally do. There have been many times I’ve just said words the way I do in English and get a tilted head in response. So try your best say those words the Japanese way, unless you know that the listener is already familiar with English.