Pronunciation wise: Jeh-ROO-doh > Geh-ROO-doh > Guh-ROO-doh.
I've always said "jeh-ROO-doh" 'cause it sounds the best. It fits a race of deadly, sexy assassins, lead by a badass sorcerer guy.
"Geh-ROO-doh" sounds like a bunch of robots. I dunno why I associate it with robots. But robots are an inaccurate description of the Gerudo.
"Guh-ROO-doh" is a tribe of homosexual men. It just sounds stupid. >=[
So my way is best. :D