sneeze is an interesting word... earlier it was fnese, from Old English *fnēosan "to sneeze". The fn combination, altho found in a few Old English words, fell out of use, and fnese became neeze, and then sneeze. The sn is possibly due to a misreading of the first letter of fnese, and also "probably assisted by its phonetic appropriateness; it may have been felt as a strengthened form of neeze" (OED). "Phonetic appropriateness" no doubt refers to sn- as a possible phonestheme; other sn- words connected with the nose are snore, snort, snark, snorkel, sneer, snot, snout, schnoz, snuffle, sniff, and possibly snip, snap, snub.
fnēosan is from Proto-Indo-European *pneu- "to breathe" (which itself is an "imitative root"), which in Greek became πνεῦμα pneuma "breath" and pneumatic.