We have some discussion of creating "weird" phonology already. But often, people will encounter conlangs by seeing them written. And many of those weirdnesses won't come across well in writing—if I include click consonants and write them as ǁ and ǂ, that's just as meaningless to an average reader as putting apostrophes everywhere in sci-fi names (I'm thinking of DC Comics martians, with names like John and Megan but spelled J'onn and M'gann). And most English-speakers can produce a retroflex consonant without much effort, but I can't think of any way of spelling a name that will tell them to do that.
What are some ways to make my conlang sound weird, unusual, or otherwise foreign to Standard Average European speakers, that will come across accurately in text (i.e. the foreign-ness doesn't disappear if you just ignore all the unfamiliar letters)?