If I were to choose between a no-consonant Rack and a no-vowel rack, I'd rather choose the latter. Since consonants have higher point values in Scrabble, you'll probably have more chances of scoring higher points using a rack without vowels than a rack without consonants. Besides, there are more all-consonant words than all-vowel words. Most of them, however, require the letter Y like THYMY, WYCH, or XYST. Those that don't need the letter Y are the following:

BRR
BRRR
CRWTHs
CWMs
HM
HMM
MM
NTH
PFFT
PHPHT
PHT
PSST
SH
SHH
TSKs
TSKTSKs

Click here for the complete list of words without vowels.