As an example, b in English is called an unaspirated voiced consonant, which means you vibrate your vocal folds, but send only a little breath when you sound it. You can compare it with p, its aspirated voiceless counterpart, for which you do not vibrate the vocal folds (voiceless), but sends a strong breath through your month (aspirated). Chinese does not have most voiced consonants present in English, so Pinyin naively uses b (also d and some others) to represent voiceless aspirated consonants, which does not sound like a b, but more like p in “spade”. This results in most of the foreigners learning Chinese with Pinyin bringing English pronunciation when they speak, and makes them sound way too stiff and thus awkward.
Wade-Giles, in comparison, is much more systematic, and does a much better job hinting speakers with European (especially Germanic language) background to sound more correctly. Bopomofo does not have this problem, as it basically invents a new set of scripts. Pinyin probably lets you pick up casual speaking Chinese most quickly, but beyond that, it’s a curse.
[Edit]: Voice “folds” not cords, sorry. Also fixed some typos.