pronunciation and the alphabet

The Welsh alphabet is: 

a b c ch d dd e f ff g ng h i j l ll m n o p ph r rh s t th u w y 

or if you're saying it out loud, you can say:

ah* bee ec ech dee eh edd ef eff eg eng aytch ee jay el ell em en o pee phee er  ar-aytch es tee eth eu oo uh

*note that 'ah' is a short sound of surprise, or as in 'cat', not as in 'open wide... aaah'. 

It's also a good tactic to practise all seven vowels separately - ah eh ee o eu oo uh - unless you live in North Wales, of course, where they only have one vowel, 'eugh'. 

Pronouncing words in Welsh is pretty easy really - Welsh is a phonetic language, so what you see is what you pronounce.

a - short, as in 'hat', never as in 'ball'
b - as in 'bag'. Although is there really any other way?
c - always hard as in 'cat', never an s as in 'precise'
ch - like the ch in the Scottish word 'loch', but with more phlegm
d - as in 'dog', never as in 'djinn'.
dd - a buzzy 'th' sound, as in 'this'. Think angry bees with a lisp
e - short, as in pen
f - v. This is very, very simple, and when you get really used to it, f will play hafock with your spelling
ff - f. Equally, you can ffind yourselff getting too used to ff as well
g - always hard as in 'get', never a 'j' sound as in the last g in garage
ng - as in 'song', where the g isn't hard, like in 'gig', but a soft glottal stop made in your throat
h - as in hat, always sounded and never silent
i - as in 'pin'
j - accepted now because of the loan words from English that use it, like 'garej'
l - a 'luh' as in 'lava', but never an 'ul' sound as in 'milk'
ll - not as hard a sound to make as some would have you think. Raise your tongue to the top of your mouth as if you were going to say 'el', then make the 'ell' sound by blowing air round the sides of your raised tongue, instead of by using your voice. You should sound like an annoyed cat
m - as in 'mithridatize'. Or as in 'mum', if you want to be boring
n - as in 'nanobot'
o - short as in 'hot', not round as in 'hotel'
p - Can I have a p please, Bob?
ph - an English f, or Welsh ff sound, as in 'phase'
r - rolled. Some people just can't get a rolled 'r' - their tongues are unable to vibrate in the right way. It's a genetic thing, apparently, similar to being able to roll your tongue into a tube, or turn the end upside down. Honestly, some people can, but my tongue's not that prehensile. Roll if you can, don't if you can't
rh - hr. Make a huffy, breathy sound before your rolled 'r'
s - always soft as in 'sit', never a 'z' sound as in 'juxtapose'
t - as in 'top'. Can it get any simpler? 
th - as in 'think', softer and less buzzy than dd
u - ee in the South, but not in the North . If you had stepped in something disgusting and made a kind of 'eugh' noise, the vowel 'eu' sound would about approximate the Northern 'u'. If you don't have access to a Gog who can teach you this noise, stick to the Southern sound - it's much easier
w - oooooo
y - ok, y breaks the rule that Welsh is phonetic. As a single syllable word, y is like 'uh', on the last syllable of a multisyllabic word it's an 'ee', and anywhere else it's like the unstressed, indeterminate noise of the final e in 'garden' or 'letter'. Ysbyty (hospital) is the perfect example. 

You will also see some vowels with accents on, especially the to bach, or circumflex, e.g. â (aah), which serves to lengthen the vowel. The umlaut is often seen on an i, and creates a longer 'ee' sound, as in storďau. There are other accents, and all change the pronunciation and possibly the syllable which is stressed, e.g. copâu has the stress on the âu, not on the cop, as would be expected. Learn them when you have to, and don't worry about swatting up in advance.

Stress, on the whole, is on the last or next-to-last syllable. Thus you have LLYFR, LLYFRgell, llyfrGELLydd, (book, library, librarian). This initially seems counterintuitive to English speakers, and it takes a bit of getting used to, but soon it will be second nature. There are exceptions but you have to learn those as you go along! 

improving pronunciation
Of course, it's all well and good to have the alphabet down pat, but sometimes you will find that your attempt at pronunciation is a little wide of the mark, no matter how hard you try. The only real way to start sounding more fluent is to mimic those around you, or to download some sound files (there are several on the audio page) and play them over and over and just mimic the noises. Listen hard, then make the noises yourself and repeat ad nauseam. And if you do actually reach nauseam, listen hard to the sound you make as you're talking on the great white telephone, and you'll find you're making that exact Gog 'u'...