a/an MRI, LHA, UFO ... ?

[cumfy]

an MRI, an LHA and a UFO surely ?

It's all in the first syllable of the vocalised acronym ... isn't it ?

Not whether the initial letter is a consonant or a vowel.

So many times I see otherwise perfectly good English, punctuated in terms, with:

a MRI, a LHA, an UFO

Yes.

The incorrect use of 'an' before 'Hotel' irritates me too!

I agree. It's the sound that matters, not the letter.

The 'n' is there for liaison if there would otherwise be consecutive vowel sounds so it's required if the acronym is pronounced as starting with a vowel, irrespective of how it's written. UFO for instance starts with a Y-glide so no n required. This is the same rule as for nouns in general; acronyms are not differently treated; they may confuse because they are spelled according to different rules from ordinary nouns, but for phonological rules that matters not.

This could be useful when dealing with unfamiliar acronyms.

I had never seen "UFO" before I would be able to deduce whether it was pronounced "you-eff-oh" or "ooo-foe" by whether "a" or "an" was used.