Pronunciation of the expletive 'ugh'

Solution 1:

Interesting example. The Oxford English Dictionary says:

Pronunciation:
Brit. /ʊh/, /ʊx/, /ʌh/, /ʌx/, /əː/, /əh/, /əːh/, /ə/, U.S. /ʊh/, /ʊx/, /əh/, /əx/, /ə/

The New Oxford American Dictionary says

/əg/

Solution 2:

I grew up in the Midwest of the United States, where it was pronounced to rhyme with "dug".