I'm planning on trying some champagne jelly, to use on a future assembled desert.
I'm thinking on mixing agar-agar with sugar and champagne, simply that. Will that work?
On the other hand I wish to achieve a gold sparkling/glittering effect. Does ayone know any edible product/aditive that will create that sort of effect? Something like Christmas glitter...

it will work, however remember with agar agar, you have to boil it for it to activate. you might not want the champagne to taste cooked. you'll also end up with a "crunchy" texture with agar.
with gelatin, you barely need to warm it to get it to melt and you can add it to the champagne at room temp, so you won't have to cook it at all. with gelatin you get a more jiggly, melt in the mouth texture than with agar.
so whatever final texture you want will decide what product to use to solidify your champagne. also, when adding the gold leaf, you might need to wait for the (if using gelatin) product to firm up a bit and then stir it into the jelly...that way, it will be suspended instead of just floating to the surface or sinking to the bottom.