If you use Al's technique, I suggest something like sheet of plastic between the veneer and the plywood. If glue leaks through the veneer, it'll glue the plywood down. Then when you go to remove the plywood, you can pull out a piece of veneer as you take it off.
If your veneer is very stable and the glue is water based, I've ironed the veneer on. Say you use pva glue - lay your veneer on the surface and then use an iron, starting in the center, to set the glue. Test on a piece of scrap first to see how the veneer takes the heat. You can put a piece of cloth between the iron and veneer to protect the veneer.
This will NOT work on unstable veneers, such as a burl or curly bubinga, but will work fine on regular veneer like mahogany, walnut, etc.
Mike