Generally, if a compound is written as a chemical formula (i.e. with letters and numbers), then we will pronounce it as it is written. This is because most of the public would not know how to pronounce something like NaHCO3 any other way (baking soda).
However, I think some exceptions would be CO2, H2O, and NaCl since the public are most likely familiar with their common names (carbon dioxide, water, and salt respectively). Of course, it still wouldn't be common by any means...