You've probably already heard me say this. I think it would be a good idea to call all countries by the same name that the people who live in that country call it. For instance, Sweden should be Sverige. The United States should be that (not États Unís nor Estados Unidos). The beautiful land of bullfighters, castillos y leones should be called España, not Spain.
It's a weird situation with countries like Chile. We say "chilly," but they say "chee-lay." Even though we spell it the same, we pronounce it differently. I guess it could be difficult for countries that have a different alphabet than you're used to (like Algeria, China, Russia, etc).
I would like to own a map with each country's name appearing as it would on their official documents. Google maps has something like this...check out other countries on it.