I always pronounced Ceilidh as KAY-lee. As for Bodhran, I've heard someone pronounce the d, but I always said Boe-Rawn.

Other pronunciations that I use:
I often say GAR-idge rather than Ga-RAWGE for Garage, as well as Haych rather than Aych for the letter H and tree for the number 3. (I often say my "T-h's" as a "t".) Program, I sometimes pronounce as Pro-grum.