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.
When I first saw sudo I assumed it was pronounced "pseudo" because it lets you fake like you're doing stuff as another user. So that has stuck for me. (And despite all evidence, I still low-key believe it's a clever pun encompassing both that and the official "superuser do.")