Swarovski pointed back rhinestones. The ultimate in glitz. A classic component of high-quality fashion and art jewelry for over 100 years now. Glue into metal settings, embed in epoxy clay, polymer clay.
Hypotube cement is a good glue choice for small stones, due to the precision of it. Two part epoxy works fine for larger stones too.
What you can NOT do. You can NOT fire these in metal clay (but you can add them to holes you made prior to or after firing). You can NOT embed these in lampwork beads. They just can't take the heat. For that you need man-made gemstones, usually cubic zirconia.