Necklaces during the regency period were very simple and elegant. By far the most common standard was a simple string of pearls, which highlighted the natural beauty of the wearer's skin. You can see in this image that many of the women (from the A&E Pride & Prejudice) wore this style.
Regency Period and Jane Austen
The pearls would be small in size and would range from close to the neck to a lower line bisecting the open skin area.
Lizzie from the BBC version of Pride & Prejudice with pink pearls -
Another very common adornment of the period was a small cross. In the above photo, you can see Lizzie (second from the left) wears a cross on a chain. In fact, Jane Austen herself wore a topaz cross which was given to her by her brother. Lizzie's garnet cross is based on that design. Jane Austen wrote an amber cross into one of her stories, as a similar present.
Many women went without a necklace. This was especially true of "daytime wear". In the daytime, women would wear dresses exactly of this same style, but with lace, known as "fichu", filling in the area between the neck and the bodice. This was for modesty and for warmth. It was usually only in the evening or at parties that the women would go "open breasted" like this and have a place for a necklace to show up.
Here is an image of a garnet cross necklace that I own, which fits into this style quite nicely.
As far as cameos go, those were *known* to the Regency period women. Those were worn back in the Greek and Roman days, and had renewed popularity in this era. Napoleon wore one to his wedding. However, they really became hugely popular later on, during the Victorian era. So cameos might have been worn now, but it would be a small delicate one, not a big, ostentatious one.
Here is Elizabeth Bennet from Pride & Prejudice in the BBC miniseries, wearing a cameo.
Note when you search on the web that there was a COMPANY named Regency that made big, gawdy rhinestone designs in the 1950s. This is NOT REGENCY ERA JEWELRY :)
Regency Rings - simple in design
Regency Necklaces - crosses, pearls
Regency Earrings - wire, not posts
Regency Period Information