Hi there -
If you're planning a full-on design and not just strategically placed stones, you can adhere rhinestones/rhinestuds/metals to fleece. You will need a Bejeweler-type want applicator, but they are relatively inexpensive and have a handfull of different sized heads for the different sized stones (etc.) you can use.
I don't have a heat press yet (still in the research phase), but I have applied stones to fleece blankets, sweaters, fuzzy caps, chemo hats, etc. with no problem!
Hope this helps
Shannon
Rhinestone on fleece 
. (I have a panther press heat press.)
