Approximant
Similar to how no one quite knows whether to classify a tomato as a fruit or a vegetable, no one quite knows whether to classify approximant sounds as vowels or consonants. Approximants are created when two articulators come close together but not quite close enough to create air turbulence.
The resulting sound is more like a fast vowel than anything else. For example, the /w/ approximant is essentially a fast /u/ sound (say /u/ + /aɪ/ really fast and you get the word "why"). So these guys really are going through an identity crisis.
There are three English approximants:
/w/ - "wet" and "howard" - back of tongue raises to velum (but not too close!) and lips are rounded (velar)
/j/ - "yes" and "bayou" - tongue raises to hard palate (but not too close!) (palatal).
The other approximant sound is the 'English r' sound (written as /ɹ/ in IPA), which actually has different ways of being articulated in English depending on the speaker. It's typically classified as an alveolar approximant, but I personally articulate it by raising my tongue to my hard palate (I got a big tongue). Some people articulate their /ɹ/ in the post-alveolar region.
See if you can figure out where your /ɹ/ sound occurs. Notice how your tongue never actually comes in contact with the top of your mouth, which is why it is classified as an approximant.