What are the conventional words for characters (A-Z)?

The closest thing might be the NATO Phonetic Alphabet.

Alpha Bravo Charlie Delta Echo Foxtrot Golf Hotel India Juliet Kilo Lima Mike November Oscar Papa Quebec Romeo Sierra Tango Uniform Victor Whiskey Xray Yankee Zulu

I think a conventional alphabet that starts with "A is in Apple" is the one form esl.about.com. The purpose is to illustrate a prototypical word starting with each letter for pedagogical purposes (not necessarily to make the pronunciation of the letters distinct like a phonetic alphabet). That list says:

• A as in "apple"
• B as in "boy"
• C as in "car"
• D as in "dog"
• E as in "ear"
• F as in "flag"
• G as in "great"
• H as in "house"
• I as in "insect"
• J as in "joy"
• K as in "kind"
• L as in "light"
• M as in "magic"
• N as in "night"
• O as in "orchestra"
• P as in "people"
• Q as in "question"
• R as in "red"
• S as in "sure"
• T as in "truck"
• U as in "unique"
• V as in "video"
• W as in "wow"
• X as in "xerox" ("xylophone" is also often used here)
• Y as in "yes"
• Z as in "zebra"

Bill posted a link to the law enforcement phonetic alphabet, namely. Here the idea is to make each letters word have a distinct sound.

• A as in Adam
• B as in Boy
• C as in Charlie
• D as in David
• E as in Edward
• F as in Frank
• G as in George
• H as in Henry
• I as in Ida
• J as in John
• K as in King
• L as in Lincoln
• M as in Mary
• N as in Nora
• O as in Ocean
• P as in Paul
• Q as in Queen
• R as in Robert
• S as in Sam
• T as in Tom
• U as in Union
• V as in Victor
• W as in William
• X as in X-ray
• Y as in Young
• Z as in Zebra

The authors of children's books make a living constructing and publishing lists of interesting words for characters. For example, Sesame Street ABC Flash Cards

There are others on Amazon — search for Dr Seuss' ABC, An amazing alphabet book! and Thomas' ABC book. These books, and many more like them help children connect writing to the sound of nouns, a cornerstone of learning any language.