"You're saying it wrong. It's Win-gar-dium Levi-o-sa, make the 'gar' nice and long."
    -- Hermione Granger

Pronunciation list:
Pronunciations for spells are included in the Encyclopedia of Spells.

Where possible, these pronunciations have come from JKR herself saying the names.
Alastor: AL-as-tor
Bartemius:  bar-TEE-mee-us
Beauxbatons: boh-ba-TAWN
bezoar - BEE-zor (although Jim Dale pronounces it beh-ZHWAH)
Draco Malfoy:  DRAY-co  MAL-foi 
Durmstrang:  DURM-strang
Dursley: DURZ-lee (not DURSE-lee)
Firenze:  fye-REN-zee
Fleur Delacour: FLUR  deh-leh-COOR
Hermione:  her-MY-oh-nee
Olympe Maxime: oh-LIM-peh  max-EEM
pince-nez: pans-nay
Remus Lupin:REE-mus  LOO-pin
Rubeus Hagrid:  roo-BAY-us  HAG-rid (NPC)
Voldemort:  VOL-duh-mor (the final 't' is silent (NPC))
Weasley:  WEEZ-lee

The Harry Potter Pronunciation Table, a website that specializes in pronunciations of many, many Harry Potter words, is THE place to go if you're wondering about any other words and how to say them.
See also the pronunciation guides listed on the Web Resources page.