What should Else should I put in my paella? Vegetables?

Peppers and chorizo... The chorizo will boost the smoked paprika flavour, and the orange fat that comes out will help along the saffron too!

I put peas, bell peppers and sausage along with my chicken (and shellfish).

In Spain I have never had two the same. Paella usually features the meat of area Brit seafood or mountain meats. The most popular is a combination. I put in chicken thighs, chopped chorizo, clams, prawns etc. As for the veg, I just put in onion and peas like in mid Spain coastal. Yes you can put in sliced peppers but I would consider a nice salad with veg (julienned carrot, peppers, etc.) and keep the paella close to the Spanish version. Saffron is expensive but a definite requirement. Paella is a dish where the name of the cooking utensil and dish itself have the same name!

I like peas, cut up green beans, and/or fresh-cooked artichoke hearts.

In addition to peppers, green peas and or lima beans aka broad beans are also traditional. I don't consider snails to be a shellfish so at least myself, I'd reach for a can of helix snails. Be generous with the saffron threads and the pimenton.

Paella can have many different styles and ingredients. For chicken I'd probably add strips of different colored bell peppers, and maybe even some artichoke hearts.