All pronunciations are given strictly phonetically. This only covers races explicitly named in the first three books.
Bannick: ban-nick. Plural is Bannicks.
Banshee: ban-shee. Plural is Banshees.
Barghest: bar-guy-st. Plural is Barghests.
Barrow Wight: bar-row white. Plural is Barrow Wights.
Blodynbryd: blow-din-brid. Plural is Blodynbryds.
Cait Sidhe: kay-th shee. Plural is Cait Sidhe.
Candela: can-dee-la. Plural is Candela.
Coblynau: cob-lee-now. Plural is Coblynau.
Cornish Pixie: Corn-ish pix-ee. Plural is Cornish Pixies.
Daoine Sidhe: doon-ya shee. Plural is Daoine Sidhe, diminutive is Daoine.
Djinn: jin. Plural is Djinn.
Ellyllon: el-lee-lawn. Plural is Ellyllons.
Gean-Cannah: gee-ann can-na. Plural is Gean-Cannah.
Glastig: glass-tig. Plural is Glastigs.
Gwragen: guh-war-a-gen. Plural is Gwargen.
Hamadryad: ha-ma-dry-add. Plural is Hamadryads.
Hippocampus: hip-po-cam-pus. Plural is Hippocampi.
Hob: hob. Plural is Hobs.
Kelpie: kel-pee. Plural is Kelpies.
Kitsune: kit-soo-nay. Plural is Kitsune.
Lamia: lay-me-a. Plural is Lamia.
The Luidaeg: the lou-sha-k. No plural exists.
Manticore: man-tee-core. Plural is Manticores.
Naiad: nigh-add. Plural is Naiads.
Nixie: nix-ee. Plural is Nixen.
Peri: pear-ee. Plural is Peri.
Piskie: piss-key. Plural is Piskies.
Pixie: pix-ee. Plural is Pixies.
Puca: puh-ca. Plural is Pucas.
Roane: row-n. Plural is Roane.
Selkie: sell-key. Plural is Selkies.
Silene: sigh-lean. Plural is Silene.
Swanmay: swan-may. Plural is Swanmays.
Tuatha de Dannan: tootha day danan. Plural is Tuatha de Dannan, diminutive is Tuatha.
Tylwyth Teg: till-with teeg. Plural is Tylwyth Teg, diminutive is Tylwyth.
Undine: un-deen. Plural is Undine.
Urisk: you-risk. Plural is Urisk.
Will o’ Wisps: will-oh wisps. Plural is Will o’ Wisps.