I served my mission in Guadalajara, Mexico, and even though everyone points it out, I refuse to go back to saying Guadalajara the way I did before I went, simply because I prefer the Spanish pronunciation over the hard 'R' in English (there's also a sense of pride to it since had to work hard on pronouncing it correctly). In the case of Chile it's the same, with the bonus of not sounding like I'm talking about stew or peppers