I have a 1960 edition of "Teach Yourself Welsh".
About "y", it says "One of the most difficult letters for beginners, it has the clear sound generally if it occurs in the last syllable of a word or in a monosyllable, otherwise it has the obscure sound. However, "y", "yr" (the), "fy" (my), "dy" (thy) and "yn" (in) have the obscure sound"
The "clear" sound is the sound in bit (although they also give the example "dyn" (a man) which is pronounced like the English word "dean"). It seems when long it is the "ee" sound, when short like the short "i". Unfortunately, although the circumflex accent over a vowel shows that the vowel is long, e.g. tŷ (house) this doesn't seem to be always given.
The "obscure" sound is the same as the vowels in the English word "udder".
About "u", according to the book it isn't always pronounced exactly as "i", it says that in S. Wales it is, but in N. Wales it resembles an "ee" pronounced as far back in the throat as possible (without swallowing it entirely).
Here's another link: BBC Catchphrase which allows you to download any of the 144 episodes of the Catchphrase radio show in order to learn Welsh
\> B, D, FF, H, L, M, N, NG, P, PH and T are said the same as in English.
L - you can get away with an English L but if you want to sound really welsh, this consonant is quite different. It is almost a vowel. Don't press the tongue upwards as hard as in English. Just barely touch the front of the roof of the mouth and try "singing" it.
NG - this nearly always includes the hard G after it (as in "finger" as opposed to "singer") except at the end of a word obviously. Think of Bangor (BANG-gor) and Moel Cynghorion (kung-GOR-yon).
\> DD is the soft 'th' sound, as in that, NOT as in middle.
Not sure what you mean by "soft" - it is more often called "hard". To be precise, it is in fact a "voiced" TH (i.e. vibrate the vocal chords whilst doing it). DD is always voiced (as in "this" and "that"). TH is always unvoiced (as in "think" and "thrill").
\> F is pronounced 'v' as in veil, NOT 'f' as in fail. Our 'f' sound is represented by FF in Welsh.
And to sound welsh, elongate it and sing it.
\> LL ...Just put your tongue in the position you would for an L, and blow hard.
Except when most people try this, it doesn't work. Since you're here and you're reading this, you might as well spend a few seconds getting it right. Start with your tongue in an L position and push it up even higher so there is a large area of contact between tongue and roof and air can only escape through two narrow gaps (one on each side near your upper wisdom teeth). Now shape the rest of your mouth and lips as if to make the long "eeee" vowel and blow gently NOT hard. The reputation for spitting comes from enthusiastic foreigners failing at this - Welsh people don't spit.
\> R is rolled. As in Arrrrrrrrr.
And some people just can't do this no matter how hard they try. I've found no way of teaching it to an adult that can't already do it. I think if you don't learn it as a child, it will be very hard. Note that in common (i.e. fast) speech the "rolled" R is so quick that only a single "revolution" of the roll is made (so it's hardly a roll) and it actually comes out sounding like an L. The roll is at the front of the mouth, not in the throat as it is in French.
\> Y is a bit funny... neutral 'uh' sound as in butter.
The SECOND syllable of "butter"! I hope that was clear. There is no hard short "u" sound (as in "but" "tug") in Welsh.
\> W... 'uh' as in book and 'oo' as in food, respectively.
And again, elongate and sing it to sound genuine.
\> See too many consonants at the end of a word (e.g. cefn)?
The missing vowel is always a "blank". So "cefn" rhymes with "heaven" and "seven".
\> Aran Fawddwy – 'ARR-an VOWTH-wee' ('th' as in that)
Stress is on the DDW. I'd have approximated it thus: vow-THOO-ee.
\> Rhyd Ddu – 'hrreed thee' ('th' as in that)
The vowel in Rhyd is the blank one as in second syllable of "Herod".