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I personally know one Llŷr (it's usually spelt with the to bach here) and know of several others - and there's Llŷr Ifans the actor, brother of Rhys who was in Harry Potter, amongst other things.
Pronunciation is difficult to describe, as the letter ll represents a sound that doesn't exist or have any equivalent in English; it's a sort of hissing sound. Here's a Welsh person saying it:
http://www.forvo.com/search/llyr/