Ahhhhhh! no no
its Uhhhh meee--guhhh Not Ahhhh Miii gaahhh
As long as you're not over-exaggerating, there is very little difference in pronunciation between "uh mee guh" and "ah mee gah" and both are basically correct. I don't think anybody says the "ah" part like the "say ahhh" in the dentist. (it's more like the sound some girls make when having sex - "ah ah ah ah ah mee ga!")
Hey leirbag, you're in New York - do you say "hot dog" like "hawght dawg"? ;-) (...or is that only in parts of the Bronx?)