The pasuk says that one is not allowed to say the name of foreign gods:
וְשֵׁם אֱלֹהִים אֲחֵרִים לֹא תַזְכִּירוּ לֹא יִשָּׁמַע עַל פִּיךָ. [שמות כ"ג י"ג]
If so, how are we allowed to say [in English] the names of the days of the week - all of whom are named after deities??
Rabbi Yehuda Henkin Shlita has a very interesting teshuva about saying names of Avoda Zara [and other related topics, Bnei Bonim 3/35] where he permits on to say names of place and streets named after Avoda Zara because one is not intending to refer to the Avoda Zara but the place. He also says that it is permitted for one to say names of the days of the week because the service of these deities has fallen out of use.
A quick google check revealed that plenty of people still worship the sun. So that disqualifies "Sunday"......