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?