Well, how do you say it?

Just 'sun'. I had a (friendly) bartender correct my pronunciation of 'hyperbole' only to have him say 'sun-oh' a few weeks later. :)

I've been pronouncing sun-oh the whole time xD

I did myself for the longest time. The name comes from the primary band duo liking the heavy drone band Earth. They named their band Sun in honor but made it Sunn because they like sound systems from the Sunn brand. The 0))) is a representation of the brand logo. And thus ends the metal lesson for today. :)