It's Greek to Me thomasalspaugh.org/pub/fnd/greek.html

Merriam-Webster dictionary gives American English definitions and pronunciation (with an audio clip); it's the most authoritative American English dictionary.
Oxford English Dictionary (accessible from campus) gives very full and authoritative definitions, British pronunciation (in symbols only), and example uses from the past millennium or so; it is the most authoritative English dictionary but can be more cumbersome to use.
On this page, the underlined syllables are the ones that are stressed when you say the word.

Greek letters

The Greek letters that are most often confused with Latin letters are: β/B, ε/e, η/n, ι/i, κ/K, ν/V, ρ/p, τ/T, υ/u, χ/x, ω/w.

The Greek letters I most commonly use in these web pages are, in order α β φ γ Γ Σ ε Φ δ χ Δ θ ω λ

Lower case	Upper case	Name in English	American pronunciation cue
α	Α	alpha	Like calendar, not like all
β	Β	beta	Like bay, not like bee
γ	Γ	gamma	Like ham
δ	Δ	delta	Like bell
ε	Ε	epsilon	Like step
ζ	Ζ	zeta	Like bay
η	Η	eta	Like bay
θ	Θ	theta	Like bay; unvoiced th like thick, not like they
ι	Ι	iota	Like eye then owe; stress on o
κ	Κ	kappa	Like gap
λ	Λ	lambda	Like lamb
μ	Μ	mu	Like m followed by you, or (less commonly) moo
ν	Ν	nu	Like zoo, no y sound
ξ	Ξ	xi	Like z followed by eye, or k followed by sigh
ο	Ο	omicron	Like ah, middle, on; stress on o
π	Π	pi	Like pie
ρ	Ρ	rho	Like row
σ	Σ	sigma	Like signal
τ	Τ	tau	Like cow
υ	Υ	upsilon	Like oops; stress on up
φ	Φ	phi	Like file
χ	Χ	chi	Like k followed by eye
ψ	Ψ	psi	Like p followed by sigh
ω	Ω	omega	Like oh, may; stress on me

It makes no sense to stress the o in omicron ("little O") but not in omega ("big O"), but there you are, that's what Americans seem to do. British pronunciation is at least consistent: omicron (oh-my-kron).

Words of Greek origin are often proparoxytone, that is, pronounced with the main stress on the second-to-last syllable. Examples (besides proparoxytone itself) are analyses, automata, criterion, and schemata.

Other symbols and words that often cause problems

A_b: Usually things like this are pronounced "A sub b".
A, a: If both cases appear in the same equation, it is common to hear people say "big A" and "A" (but usually not "little A" except for emphasis).
analyses: Plural of analysis. One analysis, two analyses. Pronounced "an-AL-is-eez". Of Greek origin (thus the plural and the stress on the third-to-last syllable).
automata: The plural of automaton. One automaton, two automata. It is somewhat rare to see automatons. Of Greek origin (αυτοματον).
axes: Plural of axis. One axis, two axes. Pronounced "AX-eez". Of Latin origin (but probably originally Greek).
complement: Sometimes confused with the related word "compliment". Mathematical uses take "complement" spelled with the 'e'.
correspondence: Sometimes confused with the related word "correspondance". Mathematical uses take "correspondence" spelled with the 'e'.
criterion / criteria: One criterion, two criteria. The OED mentions 'criterions' as 'uncommon' (it's very uncommon). There is no such word as 'criterias'. Of Greek origin.
extremum / extrema: One extremum, two extrema. It is rare to see extremums. Of Latin origin.
rational vs. rationale: A number can be rational (if it's the ratio of two integers); a person can be rational (if he or she is thinking logically and clearly), his or her argument can be rational (if it's clear and logical), and a choice he or she makes can be rational (if the argument in favor of that choice is clear, cogent, and more convincing than the arguments for the alternative choices.
However, the reasons for making a choice are its rationale. Pronounced RA-shu-NAAL. Rhymes with "pal" and "shall", but the "nale" syllable lasts a little longer.
schemata: The plural of schema (although schemas is also common). One schema, two schemata. Of Greek origin (σχημα), thus the plural in -ta and the stress on the third-to-last syllable sche, like automaton is also stressed on its third-to-last.