Possibly pronounced as the "Whole Shilla-ley". With a very long a and accent on the middle syllable.

Please add references to better spellings.

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Listen to pronunciation: http://cougar.eb.com/soundc11/s/shille01.wav [shu-lay-lee] (the whole thing)

http://www.yourdictionary.com/shillelagh (Irish club-like weapon)

Also: Shil-la-lah (town in Ireland) http://www.m-w.com/dictionary/shillelagh

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I've known the word 'shillelagh' all my life, but I've never encountered the phrase 'the whole shillelagh'. 'The whole ''megillah''', however, is a well-known Yinglish phrase: http://dictionary.reference.com/search?q=megillah

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* See Also: "the whole SheBang" (which tries to couch it in terms of Unix instead of Gaelic)
* See Also: QuarterCenturyOfUnix