Pronunciation of words begining with wh like whale.

There seems to be a camp who insist that words beginning with wh like "whale" "white" should be pronounced with a "hwuh" sound at the beginning, as if the w & h were transposed - like the way Al Gore pronounces it in that campy commercial that ran recently where he says something like "a whale is in trouble" and runs off. This sounded silly to me years ago in elementary school when a teacher tried to tell us this was "proper" and I still think it sounds affected, silly and illogical.
This runs counter to the whole idea of "sounding out" a word - the letters are pronounced in the order they're written. It's not spelled hwale, it's spelled whale.
And I still say Brett Favre pronounces his name wrong.