Didn't read through all the posts, but if you have played WC3 you should know the answer: they pronounce it Shah-man, like when you got to the dentist and they tell you to "say ahhh". I've heard it both ways, but as far as Warcraft goes, it's Shah-man.
EDIT: decided to read through and add that the plural is the same as the singular, kinda like fish or sheep.
:)
Edited, Jan 9th 2007 3:41am by Maulgak