These are all shortenings of Latin phrases. For e.g. and i.e, you can just say the letters! E.g. is short for exempli gratia (meaning "for example") and i.e. is short for id est (which means "that is", so you use it to clarify what you mean.) For etc., you should say the full term "et cetera" (pronounced "et set-er-ah"). This means "and so on", or "the list could continue, but I'll end it here". Hope this helps!

Actually, when I read "i.e." and "e.g." aloud, I "translate" them into English. I read "i.e." by saying the words "that is" and I read "e.g." by saying the words "for example." I don't know if anybody else does it and I don't remember when I started doing it, but I found that it communicated better. The problem is that "i.e." and "e.g." are just not used very often in speaking and people are not used to hearing them. For "etc." I say "et cetera" exactly as Tegwen explains.