This is a slightly crazy build, but hey, so is Veigar.
How this works.
1) Farm like normal at game start. You will need boots at this point (Sell them later).
2) Start filling your slots up with archangels staffs, (remember to get the tear first)
3) When you have enough money to by the fifth staff, sell your boots and buy it.
Why this works:
This build gives Veigar the most AP possible in LoL (disregard the AP listed on the stats...it doesnt take into account the passives of Zhonya's or Archangel's). With his new ulti, this means that he will do 1700 damage (not counting any AP the target might have)... and thats not considering Dark Matter or baleful strike.
Also, the golem buff is essential to reduce cooldowns. As for magic pen., you should have stacked up on these runes, and this tends to give enough magic pen. unless you got someone like Galio. If Galio is one the other team, or they REALLY start stacking MR (150+), switch out an archangels for a void staff.
Also, this build is null and void if you are facing another viegar. Believe me, I just played a game in which it happened. All teamfights basically involve both of you ulting each other and dying, which is ever so slightly pointless.