If you don't have a copy of the codex, it should be on top of your things to buy list. While we can offer all sorts of advice, Dakka is not a substitute for owning the rules.
Vets get more attacks, so are a good investment for squads you expect to get into
CC. The leadership is a nice boost for staying on the field where you want them. I'm not sure if it's worth the points, but I got used to them in the last codex where they were included in the price of each squad. If you are investing in a power weapon of some sort, I'd spring for the vet upgrade as well. Defiantly in the assault squad.
Veterans in their own squad a whole other kettle of fish, and how to use and equip them has filled whole threads.