Another fantastic resource for learning pronunciation and pinyin is the Pronunciation and Romanization section of the Resource Module in FSI's
Standard Chinese: A Modular Approach. You'll need the 6 tapes and the Text (PDF). I'd recommend it over John's tutorial (which is good but not nearly as comprehensive IMO).
Zhuyin Fuhao (bopomofo) is good to know, but I'd say pinyin is more important since vastly more material has pinyin than zhuyin. Here's a zhuyin ---> pinyin conversion chart, along with some example hanzi and pronunciation:
ㄅ b 八 (ㄅㄚ, bā)
ㄆ p 杷 (ㄆㄚˊ, pá)
ㄇ m 馬 (ㄇㄚˇ, mǎ)
ㄈ f 法 (ㄈㄚˇ, fǎ)
ㄉ d 地 (ㄉㄧˋ, dì)
ㄊ t 提 (ㄊㄧˊ, tí)
ㄋ n 你 (ㄋㄧˇ, nǐ)
ㄌ l 利 (ㄌㄧˋ, lì)
ㄍ g 告 (ㄍㄠˋ, gào)
ㄎ k 考 (ㄎㄠˇ, kǎo)
ㄏ h 好 (ㄏㄠˇ, hǎo)
ㄐ j 叫 (ㄐㄧㄠˋ, jiào)
ㄑ q 巧 (ㄑㄧㄠˇ, qiǎo)
ㄒ x 小 (ㄒㄧㄠˇ, xiǎo)
ㄓ zhi 【zh】 主 (ㄓㄨˇ, zhǔ)
ㄔ chi 【ch】 出 (ㄔㄨ, chū)
ㄕ shi 【sh】 束 (ㄕㄨˋ, shù)
ㄖ ri 【r】 入 (ㄖㄨˋ, rù)
ㄗ zi 【z】 在 (ㄗㄞˋ, zài)
ㄘ ci 【c】 才 (ㄘㄞˊ, cái)
ㄙ si 【s】 塞 (ㄙㄞ, sāi)
ㄚ a 大 (ㄉㄚˋ, dà)
ㄛ o 多 (ㄉㄨㄛ, duō)
ㄜ e 得 (ㄉㄜˊ, dé)
ㄝ ê 爹 (ㄉㄧㄝ, diē)
ㄞ ai 晒 (ㄕㄞˋ, shài)
ㄟ ei 誰 (ㄕㄟˊ, shéi)
ㄠ ao 少 (ㄕㄠˇ, shǎo)
ㄡ ou 收 (ㄕㄡ, shōu)
ㄢ an 山 (ㄕㄢ, shān)
ㄣ en 申 (ㄕㄣ, shēn)
ㄤ ang 上 (ㄕㄤˋ, shàng)
ㄥ eng 生 (ㄕㄥ, shēng)
ㄦ er 而 (ㄦˊ, ér)
ㄧ yi 【i】 逆 (ㄋㄧˋ, nì)
ㄧ yin 【in】 音 (ㄧㄣ, yīn)
ㄧ ying 【ing】 英 (ㄧㄥ, yīng)
ㄨ wu 【u】 努 (ㄋㄨˇ, nǔ)
ㄨ wen 【un】 文 (ㄨㄣˊ, wén)
ㄨ weng 【ong】 翁 (ㄨㄥ, wēng)
ㄩ yu 【u, ü】 女 (ㄋㄩˇ, nǚ)
ㄩ yun 【un】 韻 (ㄩㄣˋ, yūn)
ㄩ yong 【iong】 永 (ㄩㄥˇ, yǒng)
Also, for what it's worth, there's a great little book called
A Manual of Transcription Systems for Chinese by Ching-song Gene Hsiao. It contains conversion tables for Pinyin, Wade-Giles, Yale, Zhuyin Fuhao, and even Gwoyeu Romatzyh. Incidentally, the book, which is published by Yale University Press (and so you would expect it to favor Yale romanization), spells Zhuyin Fuhao as Chu-yin Fu-hao, which is Wade-Giles romanization. Interesting little nerdy tidbit.
Edited: 2009-09-11, 10:21 pm