Since Greeks were always pronouncing foreign names the way they liked and deemed easier for them and not the way they sounded in the native language, most of the names of ancient Persians, Egyptians, Skythians etc that we know are the way the Greeks pronounced them.

Coming back to your question, practically we pronounce ancient Persian names the way you see them in English (since they became known to the west from the Greek writers), with some minor differenciations.

E.g. Artaxerxes, Kyros (a friend of mine is married to a Persian lady and they named their son as Kyros - also an international Greek referee is named Kyros Vassaras), Dareios, Camvyses etc...

i think the only persian name used in greece today is Kyros

the italians use Dario and Cyrus

In Macedonia we use Dario too, and Kyros but without the greek S in the end

the greek "s" is an adaption of the persian "sh" seems the further west one goes people get lazier with words.

also is "v" in greek pronounced like english "b"?

In modern Greek, English B is pronounced as "mp", Greek letter "B" is equivalent in english as "V".

Some scholars maintain that in ancient Greek, B sounded like in today's modern English. Others disagree and it's quite difficult to ever know who's right and who's wrong.

Interesting, interesting.

In Spanish the V sounds like B, I thought it was the same in Greek, but it turns out to be the opposite.

thanx mate, but I dont get one thing. In Xanthi plays one maco, Vance Sikov. his surname in greek was written Sikof, with "F" instead "V" and in macedonian sound "V" is like the latin "V" so in greek should be Sikob, right?

yes, thanx

so in greek is ƒ°ƒ§ƒ¨ƒ­„U, in cyrillic is „Y„I„K„O„B

„Y - sh (no greek sound for that )

Greeks had a tedency to regularize foreign names. As far as your question about Persian names here are some examples...

- The name Artaxerxes is the regularization of the original Persian name Artakhshathra. 

- The name Xerxes is the regularization of the original Persian name Khshayarsha.

- The name Darius from the regularization of the old Persian name Dârayawuð.

Even the name of the famous Indian founder of the Mauryan empire Chandragupta was regularised from Greeks into Sandracottus.

Note: All these regularised foreign names like the ones above have no meaning in Greek but reading the last post, i have to say all Macedonian names like Alexandros and Phillipos are completely meaningful in greek in their original forms therefore there was no need anyone to regularize them.

And the answer is very simple: Because all the Macedonian names were originally Greek.