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I'm a native speaker, and I would naturally read the word VAY-guh-ri.
I've never actually heard anyone say the word, I only ever see it in writing.
But I also know that you can pronounce it vuh-GARE-i. Does anyone actually pronounce it like this? Where does this weird pronunciation come from?
It used to be pronounced vuh-GARE-i, but it's changed. As @Tim above stated:
(GenAm) IPA: formerly /ˌvəˈɡɛɹi/, now commonly /ˈveɪˌɡəɹi/
It's usually pronounced VAY -guh-ri, but there are still people who pronounce it the "other way", as can be seen here
In Gilbert and Sullivan's Iolanthe (1882) the old pronunciation definitely held:
We are dainty little fairies
Ever singing, ever dancing;
We indulge in our vagaries
In a fashion most entrancing.
I have to admit that since 1882 lyricists seem generally to have fought shy of using vagaries in their rhyme-schemes, so as a way of dating pronunciation-change, it's a bit lacking.
"Vagary" is one of a number of words from Latin or Romance languages that had a long, stressed vowel in the second-to-last syllable in the source language, but that can be pronounced in present-day English with the stress shifted to the third-to-last syllable.
The Oxford English Dictionary says "probably < Latin vagārī (Italian vagare) to wander". (Italian "vagare" is pronounced [vaˈgaːre].)
Other words like vagary that used to be pronounced with stress on the second syllable (some still can be) are balcony (< Italian balcone [balˈkoːne]), abdomen (< Latin abdōmen) and acumen (< Latin acūmen).
While the etymology somewhat explains the existence of the variant with stress on the second-to-last syllable, there are also words with somewhat similar etymology where as far as I know the stress has been on the third-to-last syllable for much longer, such as plethora (< Greek πληθώρα, its derivative Latin plethora, and its derivative French pléthore; the OED says "In 18th-cent. dictionaries the word is occasionally recorded with stress on the second syllable (Bailey (1731, 1735)), apparently following the ancient Greek stress") and retina (< Latin retina, with the suffix -ina that had a long "ī" in Classical Latin).
