Global Local Climate Zone (LCZ) maps, indicating urban structures and land use, are crucial for Urban Heat Island (UHI) studies and also as starting points to better understand the spatio-temporal dynamics of cities worldwide. However, reliable LCZ maps are not available on a global scale, hindering scientific progress across a range of disciplines that study the functionality of sustainable cities. As a first step towards large-scale LCZ mapping, this paper tries to provide guidance about data/feature choice. To this end, we evaluate the spectral reflectance and spectral indices of the globally available Sentinel-2 and Landsat-8 imagery, as well as the Global Urban Footprint (GUF) dataset, the OpenStreetMap layers buildings and land use and the Visible Infrared Imager Radiometer Suite (VIIRS)-based Nighttime Light (NTL) data, regarding their relevance for discriminating different Local Climate Zones (LCZs). Using a Residual convolutional neural Network (ResNet), a systematic analysis of feature importance is performed with a manually-labeled dataset containing nine cities located in Europe. Based on the investigation of the data and feature choice, we propose a framework to fully exploit the available datasets. The results show that GUF, OSM and NTL can contribute to the classification accuracy of some LCZs with relatively few samples, and it is suggested that Landsat-8 and Sentinel-2 spectral reflectances should be jointly used, for example in a majority voting manner, as proven by the improvement from the proposed framework, for large-scale LCZ mapping.