Pronouncing Romanized Chinese Names:

These consonants are similar to their English equivalents:
f, k, l, m, n, p, s, t, w, y

These are not unfamiliar sounds to speakers of English:
b – like p in spare
d – like t in stand
g – like g in girl

These consonant sounds are more difficult:
 c – like ts in tents
 ch – like ch in chair, but with the mouth in a round shape and the tongue further back
 h – like h in him but with a bit more fiction in the throat (not as much as in Scottish loch)
 j – like j in joke but with the tongue nearer the teeth
 q – like ch in chair, but with the tongue further forward
 r – like r in rough, but with the tongue curled upwards
 sh – like sh in ship
 x – between s and sh, though there is no sound in English which is the same as the sound x in Chinese. Place the front of your tongue behind the lower front teeth, then let the air pass through.
 z – like ds in lads
 zh – like j in jump, but with the tongue further back

Source: Real Chinese - Mini-guides - Pinyin | BBC Languages
See Also:
Jordan: Mandarin Pronunciation | UCSD
International Phonetic Alphabet (IPA) - Wikipedia