Write May-Ling in Chinese
Q: How do you spell the name Meil-Ling or May-Ling in chinese. Or with chinese calligraphy?
Nowadays the standard way to spell the name of Madame Chiang Kai-shek, in China's official Pinyin system, is Meiling Song. It used to be Mei-ling Soong or May-ling Soong. The characters appears like this:

The first character is "Song," and the second and the third are "Meiling." "Song" is the family name. "Mei" means "beautiful." Ling means "age" or "years."

It seems sometimes they write
It seems sometimes they write Chinese names with words together, like Meiling, sometimes as individual words, like "Mei Ling", with space in between...
Right. Mei Ling are two
Right. Mei Ling are two individual characters, but when latinizing Chinese given names, most people would write two words as if they were one - "Meiling" instead of "Mei Ling." That's mostly how people do it today.
There are also given names that contain only one character.
Almost all Chinese surnames is single-character words - Wang, Zhang, Han... There are only a handful exceptions - Sima, Situ, Ouyang...