Japanese · Pronunciation Guide
sa-i-go, three beats — a clean s, a separate i, and a hard g on a short o.
saigo
The pitch starts high and falls, over three units of identical size. Since this and 最初 differ only in their final mora, precision in that last beat carries the whole meaning — and precision in the first two keeps the word from shrinking to two beats and blurring with something else entirely.
Listen: 最後
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これが最後の一つです。
Kore ga saigo no hitotsu desu.
This is the last piece.
Listen: これが最後の一つです。
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これが最後の一つです ends with 一つ (hi-to-tsu), three morae with a palatal h and a proper affricate. So the sentence puts a vowel-sequence word and an affricate word back to back, and closes with です. Every beat in the last four words is short — there's nothing to hold, just steady counting.
"SIGH-go" is what English produces, losing a mora to the diphthong and adding stress. Separate the vowels, level the beats, and keep the g hard rather than letting it soften toward a j before the back vowel. Some learners also lengthen the final o for emphasis, which isn't part of the word.