I don't know if the kh is an example of a velar fricative, but I've always pronounced it as alley-kine.
How do you pronounce Alekhine?

Apparently no one knows! I've always heard it pronounced either
al yek in OR al yolk in. Part of the problem of course is that the Russian language contains "letters" that don't translate exactly. The yek or the yolk are accented.

Alie (like alien, but without the "n")
h (like horse)
in (like inside)
and the intonation goes on the letter "e"
Ali-E-hin
check the Wikipedia entry for a more scientific approach to this name's pronounciation
I've always said it like "Alikeen", but I know a chess player from Russia who insists it's pronounced "Alohyoon". Anyone know for sure?