When you sew a strip of sequins by machine, the needle makes a row of holes and a line of stitching in the sequins. That's fine if the sequins are at the hem of a skirt, for instance, where they won't be viewed closely. Be sure you sew them on correctly the first time, because if you make a mistake and have to resew, the sequins will have twice as many holes and look pretty grubby. You should start over with new trim. It can't be picked off and re-used on another garment, for the same reason, and this is a consideration if the trim is ornate and expensive.
Handwork is necessary here.
And it really does look nice to have a seqinned trim invisibly affixed with hand stitches. Some manufacturers sew their sequins with a beautiful invisible chain stitch, but I believe this requires a special machine. Unless you plan to become a manufacturer of costume wear, it probably isn't an option. If you do machine sew sequins onto a small costume piece such as a gauntlet, a pant leg or a bra strap, it's easier if you do it while the piece is flat, before any seams are sewn. My words of wisdom on this subject are running out, so I hope that you're ready to run to your machine and finish whipping up that orange sparkler.