They're kinda cute in an ugly sort of way. I wonder if they're called Aye Aye because people thought it'd hurt to see them (or to die, rather...) Aye sounds like aj which means ouch in swedish. In Japanese I think they say Itai... so sounds like that do seem to be semi-general expressions of pain :P (Ouch being an exception - but if something suddenly hurts you*, do you really yelp "ouch" or does it sound more like "Ai"?)
Yep the Aye Aye. And I think the way you say their name is like "Eye Eye" or at least the videos I have seen of them thats how the announcer always sounds like when he is referring to them.
Banj's image looks like a volcanic eruption to me...
And "aj" in swedish is pronounced like "eye" and "aye" (assuming those are pronounced the same way) so I still think it holds. Even if some stubborn people say ow instead. :P