I have always (since reading Tolkien, of course) been interested in creating languages; but, not being a linguist, nor having a particularly strong work ethics, I haven't ever been able to proceed very far. The most developed language I have created only has an incomplete simple grammar and ~240 words.
Not having any training as a linguist, I did not proceed in any systematic way to create it, and I don't even know the right words to describe what I've done (not in English, to be sure). However, back in high school (~15 years ago) I had created an alphabet for a previous version of this language, and I had even thought about the way in which letters could have developed as to be easy written with simple instruments.
Snippets of the language are visible in many names on my maps, though sometimes finding names I like means breaking some rules (which may be ok, as real languages change and evolve... or may be just another sign that I am not a linguist by any means).