I'm lucky to have an heirloom necklace to wear at the wedding. It's a small gold basket with pearl and diamond flowers. You can sort of see it in this photo from my cousin's wedding.
If you don't have an heirloom or a couple extra thousand dollars lying around, don't fret. You can create your own heirloom without going completely broke thanks to a lovely costume jewelry maker in the UK named Andrew Prince (his bio is fun).
His specialty is finely crafted crystal jewelry that proves you don't need diamonds to look like a million dollars. Not exactly cheap, but splurge worthy for sure. The bandeau tiaras would be great as an alternative to a veil.