I'm not a linguist. Yet, my first meaningful encounter with fantasy was through Tolkien. I studied linguistics in high school you know, sort of on the side. My first settings were all based around conlangs. Why? Because that's how Tolkien did it and I love Tolkien. I'm sure I'm not the first and I know I won't be the last.
I've moved away from pure linguistics and into medieval studies (with a dash of the classical) but that doesn't mean a good deal of my work hasn't been spent making conlangs for the races of Arunia. Varan, Solia, Orthr, and even a little Eylic have all been codified.
Varan is a franco-latin tongue, built on medieval french and classical latin. Solia is, of course, the elvish language that I based on Finnish (a distant relation to the Eldarin of Middle Earth? No, just another Tolkiensian effort). Orthr, the dwarvish tongue, is an anglo-norse language which fits the anglo-norse culture I've given them as well as all the grim names such as Hrunir and Olfr.
I love making conlangs and if I can integrate them into the 10th Age, even better. There's something magical about language, probably because its both the way we interact with the world and also the way we perceive it. Language colors everything, intermediates everything. I don't mean to say that every fantasy setting needs a scad of conlangs... but every one that I work on will. It helps inform about culture and character.
For example, dragons have no word for love. Or rather, the word for love and the word for ownership are one and the same in the Wyrmish tongue. And as I look out over the sea of orange and red trees, gazing across the neogothic buildings of Yale, I know that beyond the horizon of high wooded hills there lurk the dragons of my imagination. For I know their tongue, and I know their mind -- in essence, I hold them inside me, a microcosmic force.
Weird, ain't it?