So I am not saying that this build will be the win all, but it has done well for me. There is still situational changes that would be good, but the core will always be Sorc Boots, Deathfire, And Rabadon's.

Pros

Huge Burst
Can half combo a enemy caster to death
Leprechaun skin is the best
A beautiful stun

Cons

Insta death if CC'd (unless you are lucky)
Extremely squishy (Not far off of Karth)
Must farm well to do good

I choose these runes because it will help with your last hitting early game alot with your Q. And if you choose to harass, 1 Q will take about 1/5 of their hp. The mana problem's are easily countered by his passive ability and meki pendent.

Deathfire Deathfire Deathfire. I don't care if you get the rest AD items, (I actually do, but to prove a point) but you HAVE TO GET DEATHFIRE. At 1000 AP it deals magic damage equal to 65% of their current HP. And if farmed well with a few kills, 1000 AP can be achieved by 40 minutes.

Alot of people will cricize me for going full Q as fast as possible and wait for W, and I am okay with that. Because at the end of the day, I will still burst anyone down without a problem. The main reason I go Q first is because in the laning phase, it is alot easier to harass with Q rather than having to use up mana to stun and then land the dark matter. And by the time the laning phase is over, you will probably have at least a few points in your dark matter.

This is the part that seperats a good Veigar from the rest. If you can achieve at least, I would say 500 AP by 30 minutes, you are doing pretty well. (My best is 800) And you won't always need to full burst to kill someone. But, up to level 6, I normally just last hit, not really doing any harassment, and just getting my AP up for when i land their death sentence. Once I hit level 6 I just pop Q's onto them (which will take a good chunk each) and wait until i have mana for my full combo then pop the stun and BOOM, first kill and some AP. At this point I look around to see if there is anyone to gank or go back and item up. (Don't use dark matter to farm those caster minions. That's 3 free AP going down the drain when you do that)

It's not the most elaborate guide right now. But will be adding things as I find more time. Thanks for reading. I am open to discussing anything you might find problematic.