Urumqi (it turns out!) is the Uighur spelling of the city's Uighur Mongolian* name, the Uighurs being a mainly-Muslim, Central Asian people whose stronghold in China is the Xinjiang "autonomous region." The spelling is a actually good approximation for how they would pronounce the name, with "qi" roughly as "chee."
The four-character Chinese name 乌鲁木½ is the Chinese attempt to phoneticize the name into Mandarin. Given the phonetics of Mandarin, such renderings are often awkward at best. So, bad example! I apologize!
Why do I still hate pinyin? I think that 99.9% of native English speakers, seeing pinyinizations like deng, men, cai, shi, or zhou are guaranteed to mispronounce them. For instance, dung, rather than deng, might look vaguely embarrassing but would take English speakers closer to the desired result. But I bow to the power of pinyin and struggle along.
By the way, the Xinjiang Suntime Wine is still good. * Per James Millward of Georgetown University, among others! Now it seems that place names south of Xinjiang's Tian Shan mountains, which run roughly east-west and which were still snow-covered when we saw them in late summer, are indeed mainly Uighur. Those north of the mountains, including Urumqi / Wulumuqi / 乌鲁木½, are largely Mongolian (or Chinese) in origin. I'm not touching this topic again! Instead I refer all comers to Millward's own recent Eurasian Crossroads: A History of Xinjiang
This article available online at:
http://www.theatlantic.com/technology/archive/2007/09/i-still-hate-pinyin-but-i-gave-the-wrong-example/7753/
