I actually do the reverse of what
Kegek has described: I have difficulty just making up words, so I
only write passages in real foreign languages (or established fictional languages, like Klingon).
While I sometimes think it's important to leave foreign languages untranslated, for flavour, I only do it if:
--I can slip in a translation soon afterward;
--I can convey the sense through some other means, like description;
--I want to keep the reader ignorant of what's being said;
--or it's just not important.
In one extreme case, where a character was singing an opera aria in Italian, I actually provided the translation as an endnote.
In another, I had a character singing an air from a ballet by Rameau, in French. In that case, I just left it untranslated, because I had previously described the ballet's plot, and was describing the character's physical performance, as she sang. I felt sure the reader would be able to figure out the general meaning of the song from those clues.
For the most part, I keep passages in foreign languages fairly short, and either slip in a translation soon afterward, or enough clues for the reader to figure things out for themselves.
It's fairly easy, in some situations, to convey the general sense of a passage in a foreign language by describing the context. And if the language is made-up, you can put it in whatever context you want. For example:
"Chay vorden'yek," he said, sweeping her up in his arms and kissing her passionately.
Or,
"Chay vorden'yek," he bellowed, smashing his empty bottle over the Markalian's head.
But like I said, I don't usually make use of made-up languages, so I don't have this option.
I once wrote an ENT story in which the crew becomes embroiled in a conflict back on Earth, between Russians and Latvians. At one point, a character testifies in court:
"...he was saying, ne strelyat, ya sdavayu--don’t shoot, I surrender."
Then, later, I described the scene as Malcolm Reed remembered it:
Reed stared, stunned. “What…”
“Ne strelyat!”
Reed stopped and pointed his weapon at the second bolo. He was alive, too. There was blood all over his face, in his hair. He was holding up his hands, getting up on his knees.
“Hands up,” Reed shouted. “Ruki vverkh!”
“Ne strelyat,” said the bolo. “Ya sdavayu!”
“Corporal?” said Reed.
Corporal Shaw was taking aim.
“Ne strelyat!”
“Corporal,” said Reed, “what are you doing?”
“Ya sdavayu!”
During the same story, Hoshi winds up in a Latvian jail:
Sato examined her new cellmate. He had close-cropped dark hair and dark eyes. He appeared to be in his early twenties. His face was mottled with bruises and his knuckles were skinned.
She realized that he was examining her as well. “Privyet,” she said, hopefully.
The young man leaned back against the cell wall, folded his arms across his chest, and looked her in the eye. “Zvezda flot,” he said. “Vy govorite po-russki, zvezda flot?”
“Yes, I speak Russian,” she replied, in Russian.
The rest of the conversation is translated into English. I never explain what "zvezda flot" means: it means "star fleet".
In another story, I describe a Muslim character praying:
I raised my hands to my shoulders, and said, “Allahu akbar.” I placed my hands on my midriff, with the palm of the right hand over the left. I gripped the wrist of my left hand with my right hand, and began: “Bismillahir ramahnir rahim”—in the name of God, the most gracious the most merciful.
My podmate was a Caitian named M’rorr. He stopped reading and stared at me. “What are you doing?” he asked.
“Praying,” I said. “Al hammdu lillahi rabil ‘alamin”—praise be to God, the lord of the Universe.
M’rorr smiled. “Are you serious?”
“Yes,” I said. “Ar rahmanir rahim”--the most gracious, the most merciful.
“You said that part already.”
“Shut up,” I said.
On the other hand, I'm just writing a story in which I'm using some untranslated Klingon. In this case, once again, I slip in the translation right away afterward:
“This is a Klingon station, Ferengi,” she said. “’oy’be’lu’chugh Qapbe’lu’.”
No pain, no gain. Terrific. “Well, I’m no Klingon,” I said, stalling. “Suppose I bust out crying, and put my head on your shoulder?”
Later, however, I provide some Klingon
without a translation. I do this as a way of conveying the viewpoint character's confusion, by excluding the
reader from what's being said:
yIn’a’?
verengan—bIyIn’a’?
verengan! yIvem!
“jIwuQ,” I said.
“Ha! I’ll bet you do,” said the scarfaced Klingon.
I do put it in English, because it both saves the trouble of coming up with a language and an explanation 
and the examples used up threat are very helpful, thanks!
