I thought it was pronounced Shrooze-brie, but it seems to be more variable than that. Near me is Caerphilly, pronouced Ku-philly, but then all the Welsh names starting Caer seem to be pronounced like that, eg Caerleon. It took me ages to get them right, and it's probably different in North Wales. I also remember a sea-side village in Fife, on the Forth, called Ainstruther, pronounced Ainster. It's really a plot to make fun of tourists!