Since I speak Cantonese, I learn the pronunciation for the words using one of the dictionaries - MDBG seems to be a good one for single characters, but it is missing pronunciation of many syllables.
I found that http://www.forvo.com/ seems to be a good one for the words I've tested, and gives has natural pronunciations. Please add it to the drop-down box.
Skritter also has some missing pronunciations for some words, so it would be useful even for non-Cantonese speakers.