I try to stay within the framework of whatever language sounds I’m using, but I have my favorites.
Consonant sounds I like in my invented words: k, l, z, h, sh, r, v, s, t, n, y, zh.
Consonant sounds I don’t use as often: p, j, cr, d, w, d, f, b, g, sk, tch, gr, pl.
I’m pretty equal-opportunity about vowels. I like using the oft-neglected O and U. By the way, ever notice how many fantasy women’s names end with A?
Vylar Kaftan 
There’s a reason for the A endings… it’s an easy way to immediately establish gender, given that you’re working with a world the reader doesn’t recognize, names they’ve never heard of, and – in writing – no visual images. The times I’ve given my female characters unusual consonant-ending names, I usually confuse some first readers. (“I thought Venn was a guy and had to re-visualize her when you said “She” a paragraph later…”) So when the story isn’t about gender, I find using a name that readers perceive as female saves hassle and words.
Even though IRL, many girl names don’t end in A and many boy names do.
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I know… but I can still lament it.
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