Hmm, this may have already been mentioned in comments (I'm way too tired right now to read through all of them and try to make my brain process their meaning xD), but I'll throw it out there anyway, in the hopes that it'll give you yet another perspective:

The way I do it (which is, incidentally, the way I've seen it done in published novels) is writing in to the narrative that the characters are speaking another language. Then I have them simply converse in English. To spice it up and keep it fresh in the readers' memories that they aren't actually speaking English, I may throw in some universally known phrases from the language in which they are speaking, or reiterate in different words in the narrative that they're using another language. Do you catch my drift? Here's a shoddy example:

Because the restaurant was full of ears, they slipped effortlessly into their native language, French dripping like sweet cream off their tongues.

"Your mission, should you choose to accept it, is to infiltrate the Weasley family and insert yourself close to Harry Potter."

In an attempt to buy time as she processed this, Secret Agent Delacour doctored her tea.

"Won't you pass the sugar?" she said, and when he had; "Merci."

"Will you accept, Agent?" he demanded, impatient.

"Oui."

Obviously this was crude and ridiculous, but there you are. :D What I like about this method is that it's not cumbersome to read nor unintelligible (unless, for some unfathomable reason, someone doesn't know what "Merci" or "Oui" means). It also gives the reader the option of imagining the characters using a language they don't know, or ignoring it altogether since, for some people, it's difficult to wrap your head around something you don't understand.

Anyway. That's just my two cents. Hope it helps! :)

Edit: Oh, and when it comes to Cyrillic-based languages and the like, I personally would use the Romanized translation and just try to keep it from getting too messy. Obviously, that limits you, but, you know, woes of the trade.