Even if it would be ridiculous to speak of Napoli or Venezia or München or Moskva when in an English-speaking country (or to fail to pronounce the s on the end of Paris, or to pronounce the x in Mexico), when you're visiting a place it's just simple good manners to do one's best with the lingo.
The Welsh for Wales, Cymru, should be pronounced K'mree. The Welsh for Angelsey*, Amlwch, is pronounced...oh dear, it's hard to explain, but it starts off Am, as expected, and the rest is like the word look, but with the final sound more like the ch in loch.
You can hear it said properly HERE.
Welsh is actually easy once you've learned the rules. In Cwmbach, for instance, the w and ch sounds is the same as in Amlwch, and the rest is as you'd expect. W (when used as a vowel) and ch are, as far as I know, always the same as in Amlwch.
Which brings me to Wr Twr. This is quite a common place name on Welsh maps, and I have spent many years idly wondering, first, why there were so many places with the same name, and, second, what its significance might be.
Books of reference were no help, so one day we drove especially to Wr Twr to see if we could guess what was so special about it.
Sadly, all we found there was a water tower.
Word To Use Today: one pronounced as a native. Noo Yuk, perhaps.
*I should have said that Amlwch is a town in Anglesey, not a name for the island itself.