There is, perhaps, no form of cross-stitch embellishment as impressive or more beautiful than beads. The type of bead most commonly listed on cross-stitch charts are from Mill Hill glass beads which you can buy from many needlecraft retailers. Your chart will tell you which beads to buy (you just need to match up the codes) and how many packets you will need. More often than not you will need only one packet as you get quite a few beads in those little containers! 

To attach your beads you may need to use a special beading needle as a regular tapestry needle may be to thick to fit through the hole at the centre of the bead. Beading needles are very fine and prone to bending and can also be quite sharp so please do be careful! You will also, of course, need thread with which to attach your beads. Many stitchers choose to use a single strand of cotton in a shade which matches their fabric, though I personally like to use Nymo. Nymo is a nylon thread perfect for beading as it appears almost invisible against your fabric. It is quite slippery, though, so I would recommend that you anchor your thread nice and securely at the back of your work before you start attaching your beads. 

To attach the beads, I like to bring up my thread in bottom left hand corner of the stitch space, place the bead onto the needle and then let it slide down onto the thread, then pop the needle back down through the fabric in the top right hand corner of the stitch space. This is my preferred way and will result in a bead that is leaning to one side in the same orientation as the top leg of all my cross-stitches. If you have stitched your legs in the opposite direction to mine, you might like to work your beads leaning that way, instead. Alternatively, you may prefer your beads to be perfectly vertical or horizontal, in which case you can simply adjust the points at which your beading needle passes through the fabric.