Here is a little rhyme, courtesy of
From Here to Fraternity By Robert Egan:
...
This is Greek and how they spelt her-
Alpha, Beta, Gamma, Delta,
Epsilon, Zeta,
Eta, Theta,
Then Iota, Kappa too,
Followed up by Lambda, Mu,
Nu, Xi,
Omicron, Pi,
After that, Rho, Sigma, Tau,
Upsilon, Phi, and still three more,
Chi, Psi, and Omega's twenty-four.
Xi = Zi (long I)
Chi = Ki (long I)
Don't forget that when the letter Phi is preceded by a letter ending in 'a' (alpha, beta, etc.), it is pronounced FEE not FI (long I).
http://people.msoe.edu/~tritt/greeklr.html