I use "very magic" for regexp searches (i.e. /\v or %s/\v) but I wish I could set some option so I don't have to include \v anymore, anywhere. Is there a way to do this?
Not directly, however you can always use a mapping:
:nnoremap / /\v
:cnoremap %s/ %s/\v
Even if you could set 'very magic' in the way you can set nomagic
, you really wouldn't want to as it would break pretty much every plugin in existence.
Edit
See also this page.