Ok, going for full controversy here.
zsh = "zoosh"
ssh = "shoosh"
sudo = sue-dough
Before you achktually me, I know it's supposed to be "sue-DO", because the acronym stands for "superuser do", but for the life of me, when I see those letters together it just seems wrong to pronounce it that way.
Always the former. It's a short form of regular expression, not rejular expression. But I don't really judge others for their chosen pronunciation, as long as it's understandable.