I've sewn a lot of sequins strung and unstrung.... I always do it by hand - just catching the thread under neath on the strung ones. On unstrung ones I sometimes put a small bead/pearl/etc. in the middle and sew them on that way. Gluing them on will work but won't stay washing after washing....and the color fades after repeated washing.
MJDG
--- forgot to add that if something else will work I don't use sequins because they don't hold up well. There are all kinds of glittery trims that work better.