A "Disgust gah" is pronounced with a hard 'g', like the 'g' in gate, but harder. The 'h' is hardly (no pun intended) pronounced at all. A certain noder has pointed out that the French word for train station, gare, has similar pronunciation to the "disgust gah". My two years of high school French correlate with this. If you know how to pronounce that, this is the same.

In the Westcountry (the yokel bit of England, y'all) this has evolved to 'Gaar', and also taken on an "I don't believe it" feel.

However, Gah pronounced in a questioning way - gah? - is a general and very effective "What? What's going on?". It is pronounced with a softer 'g', more like the one in grass. The a-h is pronounced 'ahh', rising at the end to indicate questioning. For a perfect demonstration of this, catch a few episodes of "Sabrina the Teenage Witch" and wait for Salem (the funky, talking, animatronic, cat) to say "gah?". That's how to say it.