There are many possibilities for this sort of decoration! Small crystals (20ss or smaller) can be very striking. They come in clear (diamond-like), aurora borealis (rainbow iridescent), and a variety of colors. Sequins, too, come in different sizes and shades and sparkle nicely. Pearls are elegant placed singly or clusters of 3. They are sold in white, ivory, cafe, cream, and other shades so you should find ones that coordinate perfectly. Lace appliques can be bought individually or cut from an allover lace or trim, and are particularly effective when they match the lace trim on the gown. Silk rose petals can be beautiful for a pastoral wedding, especially the variegated pastels. Cut apart purchased silk flowers.
Some photographers warn that pearls and rhinestones on veils may show up as black dots in pictures.
This is easiest to do before you gather the veil.
Lay out the veil and mark your spacing with pins; you can arrange the decoration evenly, like a grid, scatter them with a concentration toward the bottom of the veil, or just sort of sprinkle them lightly. If you are decorating your blusher layer, you may want to place the embellishment toward the bottom edge only; if in your field of vision, they may be annoying.
You can glue or sew on the decorations. Glue is easier for many people and can be quicker, while sewing may be more secure and can be removed if you decide to reposition or remove something. Fabri-Tac is my favorite glue for this use. Sold at most fabric and craft stores, it dries clear, flexible, and waterproof. I recommend experimenting with scraps before working on the veil itself. It takes very little glue to hold things in place and you don't want excess blobs.
Some people prefer to use a hot glue gun on a cool setting, applying very small amounts and pressing the decoration into place. I personally find that this takes a greater degree of control than many part-time crafters possess, and that it is easier for the average person to get good results with Fabri-Tac. It also will not burn your fingers!
Lay out the area you're working on over a sheet of waxed paper or foil (if your work area is small, you may want to decorate a large veil in sections, letting each dry before moving on to the next). Sequins, beads, and crystals are most easily applied with tweezers or a moistened Q-tip, which is surprisingly effective for picking up little flat things. Apply a little dot of glue with a toothpick and press the embellishment in place. Larger lace pieces, flower petals, and such may have the glue applied directly to them before placing on the veil.
Let dry before moving the veil. When the glue is set the veil can be handwashed in lukewarm water, with a mild detergent, if cleaning is necessary. Fabri-Tac, like most glues, is not drycleanable.