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 thi
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.