EmbroideryStudio provides a library of predefined fixing stitches for use with sequin runs or fills. Just as you can digitize sequin drops manually or allow the system to calculate them for you, you can manually set fixing size or allow the system to determine it according to sequin shape. And just as you can define custom sequin shapes, you can also define custom fixing stitches to support multi-head sequin devices.
Generally digitizers reserve a single thread color for all sequins, regardless of sequin color. Transparent thread is often used on the machine in order to avoid differences between thread color and sequin color.
The choice of fixing stitch really depends on customer requirements. Some may want sequin placements to withstand repeated washing. Others may want to save on stitches to reduce production costs. As the digitizer, you would typically consider the cost of embroidery production against sequin weight in order to find a balance.
Fixing stitches are not generally part of the decoration. They are there simply to fix sequins to the fabric. That said, Sequin Run has potential as a decorative stitch in its own right. For this purpose you can select None in the Sequin Palette. This option is best used with the Sequin Drop Direction set to Any.