How Do You Spell ...

I'd go with "ay ay ay" because of the repetition. But I think "ay-yi-yi" is the way most Americans say it, emphasizing the "y" as a consonant - I'm guessing it entered the lexicon after Ricky Ricardo kept saying it to Lucy!

"Aye aye aye" would mean "yes yes yes" as in "Aye aye, Sir."

And yeah, "oy vey" is just as useful. Lots of Yiddish expressions and words are better than most anything else: shlep, chutzpah, schmuck, etc. Sometimes it's better if you don't really know the real meaning in Yiddish, by the way! You wouldn't use some of them otherwise.

F*ck! I don't know!

I think it's ay ay ay, because the origin is Spanish, and "ay" is a Spanish word.

Ai-yi-yi is how I spell that...

I also use URGH!! (Or argh, if I'm angry-frustrated.)

Oy vey is another favorite, for amused exasperation. Lol.

I wanted to answer your title, poorly.

Updated

I wanted to answer your title, poorly.

mine is ugh. or f... a duck :)

I go with, "Aiy yai yai".

Oy yoy yoy.

It's pronounced the way you have it above, but this is the traditional transliteration from the Yiddish.