Personally, I think Dr-oh sounds better, and that's how I pronounce it. Menzoberranzan is said how it is written - at least, that's how I say it. Men-zo-berran-zan. Or Menzo-berranzan. Always pronounce the z's as z's as in bzzz for a bee. Drizzt is definitely NOT Drizzit. It is said Drizzst. The double z means that it is a sharp s followed by a t. At least, that's how I say it.
Guenhwyvar is a difficult one. I mostly pronounce it Gu-eni-var (pronounced faster, so it rolls off your tongue), but if I look closer at the spelling I'd say it's more of a Guen-wyvar, the wyvar bit as in wyvern. But I'm not sure. Practically all of this is only my opinion, but most of my friends who are into fantasy pronounce it that way.
PS: No offence, but I thought the drow pronounciation, Dr-ow, as in Ouch, was American, and that the Dr-oh was English. Hey, at least I spellt your country with a capital!
No, sorry, no offence was meant.