I've never actually succeeded in making one. Most never go beyond me coming up with a phonology for them. Over the years though, I have noticed features that I keep using over and over again. So I think I may actually be coming close to finally finding what I want.
One thing that's always detered me is how much work it would require to come up with thousands, if not more, vocabulary words. I think I have tried the typical 'just translate a text and make up the words as you need them', but that requires you to like come up with a new word every time you write the next. And besides, coming up with too many words in rapid succession results in a lexicon where all the words look the same (I find that I rarely use any consonants other than t, s, and k for some reason, and I have a very bad habit of making nothing but CVCV words).
And in the past, I've had a problem with running into problems I couldn't fix in the grammar. Though most of that came from me trying to make something highly exotic that didn't share a single feature with English (yes, I have a bad habit of trying too hard to be creative, in everything). Now I'm thinking I'll just go with something simpler, kinda creole-like. Besides, I'm primarily a phonologist. And really the only language whose grammar I know in great detail is German. I've never succeeded in learning any other language, other than saying the phrase 'I can't speak X'.
But maybe I'm just making it out like its harder than it really is? How difficult is this really? I've been trying to do this for nearly a decade now, and still have nothing to show for it other than dozens of pages of phoneme inventories for conlangs that never went anywhere. I actually stopped writing down my ideas for a while because I discarded them so quickly. Now I'm 30 (will be 31 in a few months), and I haven't accomplished crap in my life. I've been wanting to finally change that.