I simply say I'm about to cum... then laugh because I'm always thinking of something silly before it happens. It doesn't bother her since she knows it's going to happen and laughs as well.
When I first started masturbating I would moan or shout and vocalising my orgasm intensified it, made more exciting and pleasurable but only if I was certain I was alone and was in no danger of being caught fondling myself. In an era when masturbation was sinful and wrong the fear of being discovered was significant and so I learned most of the time not to vocalise masturbation or cumming. I ran this question past my partner and female friends and, judging by their testimony and the replies here, most men do not vocalise during sex or as they orgasm other than a single word or a grunt or moan. My friends endorsed an early reply that women like to hear how the men they choose to have sex with are feeling. This is not surprising; we men are not good at communicating full stop especially when expressing our feelings whereas women are. Part of this is probably to do with long standing attitudes to sex and the residual consequences of masturbation. Brought up to hide our masturbation and afraid of being caught doing it we guys learn cum silently and this becomes a fixed behaviour. Growing up when masturbation and sex before marriage was 'wrong' I dreaded being found out and soon learned to orgasm in silence. Fortunately, I learned to overcome that inhibition. When I was first married my ex wife and I were both silent during sex. Only later did I find a lover who, from the outset insisted I vocalise my orgasm and showed me how wonderful it was to hear hers. With my partner I always let her know when I cum and want her to tell me. It varies with mood etc., but usually I say that I am about to cum or am starting to orgasm and then either moan loudly or say how good it feels. When masturbating, vocalising heightens the pleasure both of touching myself and of ejaculating and I rarely, though occasionally, do so in silence. Vocalising enhances the scale of orgasm both in sex with a partner and alone