Rule of thumb: if all the other words in your sentence are in French, then pronounce the word "France" the way French-speaking people say it. If the other words are English, pronounce it the way English-speaking people say it. Switching accents in the middle of a sentence sounds ridiculous.

To illustrate, there's a scene from "Better Off Dead" where the mother repeatedly says "Frawnch" in place of "French" trying to affect an authentic pronounciation, with predictably disastrous results https://www.youtube.com/watch?v=QhW7rpFhr2k