Take Marks of Insight for that early game damage / harassment, Seals of Shielding for survivability against another AP Carry, and Glyphs and Quints of Potency for huge ability power bonuses.

21 points on Offense and 9 on Utility allow Veigar to deal massive damage, while also not using all of his mana in one sitting.

Getting high AP items then obtaining Lich Bane Gives Veigar the chance to deal huge damage once all his abilities are on cooldown.

Farm Baleful Strike on as many minions as possible, this may determine your usefulness in the long-run.