The incredibly useful word 'doh' popularized by Homer Simpson is now officially in the Oxford English Dictionary (OED)! Yes, really.
"Expressing frustration at the realization that things have turned out badly or not as planned, or that one has just said or done something foolish. Also (usually mildly derogative): implying that another person has said or done something foolish.
Proper pronunciation can be practiced using this wav file as an example... an accompanying slap of the (your own) forehead with the palm while uttering 'doh' is often used for further emphasis. FWIW, it's sometimes spelled D'oh.
(The image above is from the OED site, and is probably copyright to them. It is reproduced here from their newsletter.)
(image probably copyright to the show or Fox network
btw, if you want it don't link to it here, make a copy)
News: LONDON (Reuters) - Homer Simpson's emphatic exclamation "Doh!" has topped a British poll of favorite TV comedy catchphrases, easily beating an array of home-grown classics. The bumbling hero of American animated TV series "The Simpsons" -- who often accompanies his trademark saying with a slap to the forehead -- topped Nuts Magazine's poll with 34 percent of the vote... (June 10, 2004)