Clique para ler este artigo em Português.

[This article has clickable sound files in blue.]

Historically in Spanish, there is a difference between the sound for "y" as opposed to "ll", which still exists in several pockets in the Andes highlands, some parts of northern and rural Spain, and the Philippines, usually among older Spanish speakers. In these places, "ll" is realized as /ʎ/ - calle, llamarse, valle. This is the minority sound in Spanish that still current in standard Catalan (filla), Portuguese (filha), and Italian (figlia).

The consonant "y" in Spanish is pronounced in a variety of ways, with [ʝ̞], which is similar to English [y], being the most widespread sound outside the Southern Cone. For [ʝ̞], the tip of the tongue doesn't rest almost relaxed behind the bottom teeth like in English [y]. Instead, when the back of the tongue gets closer to the palate, it gets tenser, and the sound gets closer to an English [ʒ] as in measure, but not quite developing into one, given there is hardly any friction as a consequence of the tip of the tongue staying away from the upper teeth. And that position is actually what allows for it to be realized in different ways depending on where the speaker is from. 

For instance, in most of Mexico, [d͡ʒ] as in John alternates with [ʝ̞], except along the border due to American influence, where it's mostly pronounced as English [y], and this also happens with Mexican Americans I've met. It is also common in indigenous communities in general, a characteristic of indigenous languages. The sound pronounced as in [d͡ʒ]ohn (John) is actually quite extended in other parts of Latin America, but I'm not competent enough to say which countries or parts of countries. I do know it is quite common in Mede[d͡ʒ]ín, Colombia, for sure, though. It is actually quite easy for a [y] sound to slip into a [d͡ʒ] sound even in English, and it happens all the time, although you may not have realized it before — this process is called palatalization, since the sound interacts with the palate. "Did you tell him?" becomes "Di[d͡ʒ]u tell 'em?",  "Did you eat yet?" becomes "[d͡ʒ]eet yet?", "produce" (greens and vegetables) becomes "pruh-juice",  /prə'ʤus/.

The sounds [ʒ]¹~[ʃ]² happen mainly in the Southern Cone (Argentina, Uruguay, Paraguay), usually in and around la Plata region, but other previously mentioned realizations also happen in Northern Argentina. [ʒ] is pronounced like the s in measure or the z in azure, and [ʃ] is like the combination sh, as in show. I've read that there is a higher percentage of [ʃ] in women, but not sure if that's still the reality - it's hard to measure without a study.

Most native Spanish Speakers, nowadays, do not distinguish between ll and y and pronounce y for both (whatever realization they happen to make for this) — a phenomenon called yeísmo or y in favor of ll. The issue are the many pronunciations of y. Bottom line: As long as you identify which pronunciation(s) is/are used for the region that you're trying to model, stick to it and you should be fine. These are called allophones (versions of the same sound), so we native speakers understand them all once we notice the pattern or realize where you're from, which is usually seconds or a couple of minutes into a normal conversation. In English and many other languages, [y] is not an allophone of [d͡ʒ] - they're not two interchangeable versions of the same sound. That is why many Spanish speakers pronounce Yale as jail or vice versa, and cannot, often and genuinely, tell the difference in English. However, to English speakers, those are two completely different sounds, and therefore, words. 

This is by no means a comprehensive explanation of these sounds and their geographic distribution in the Spanish-speaking world, but it covers major points. I hope some of you find it useful.

Mexican American: Yo me llamo Johnny.

The way I say it (Mexican, non-border): Yo me llamo Johnny.

Someone from Medellín: Yo me llamo Johnny.

Southern Cone/La Plata: Yo me llamo Johnny.¹   Yo me llamo Jhonny.²

Disclaimer: My accent is probably not the best for countries other than my own (Mexican), but I'm only focusing on pronunciation, not accent.