Neither of those ways, I pronounce it sue-doh, but have found it really gets down to native language accent and localisation when it comes to vowels and how they are pronounced. All are correct. Though I have had somebody ask - "so like the song Sussudio". To which I always say yes and make sure they was not in the wheel group until they could work out why they can't sudo. But sysadmin 20 years ago maybe mixed humour and training in different ways than done today.