In the standard Spanish castellano "ll" is pronounced as something like "yy". In some regions, such as Buenos Aires, Argentine, "ll" is pronounced as "j" as in "Joe".
"s" is "s", always. Well except in some regions where it is completely not pronounced, basically becomes "h" ("esta" becomes "e'ta" or "ehta").
It is the "z" and "c" that again depending of the region has different pronunciations. In the standard castellano, "z" is something like English "th", but even more softer, I would say. In Latin-America, and some parts of Spain, "z" is "s".
"c" is exactly like "z" (see explanation about "z" above), except in cases when "c" is "k" and then it is "k" regardless of the region.
EDIT:
Sometimes when speaking lazy Spanish, people skip also the "d" if it is the penultimate letter in past-whatever-tense that ends in "-ado". Thus becomes "-ao" or "aoo".