You may want to either wear the suit while gluing it on, or at least stretch the legs of the suit, because wetsuits usually stretch a bit to go around your leg. If you glue a pocket to it unstretched, it could (depending on the design) either tear off, or prevent the suit from stretching and then not fit you well.
I wouldn't count on velcro to hold the pocket in place. Glue is better.
A wetsuit repair place can probably sew the pockets on, which is the most secure way of doing it. It's the most expensive, way, too, unfortunately.
I spent the money to have pockets put on my wetsuit, and LOVE them. Wetsuits wear out, however, and it's going to a sad thing when I have to get rid of the suit, after putting the extra money into it.