Let's be honest here, it's a grave error. But I like committing that error. Repeatedly. Without shame. If you're like me, keep on reading.

I can see two objectionable points here; Good Hands vs Perseverance and Awareness vs Expanded Mind.

Why Good Hands and not Perseverance? If you're not going for some absurd set like Sorcerer's Boots + 5 Archangel's Staffs (Archangel's Staff? For the Tiny Master of EVIL? You should avoid it like the Plague), the five percent bonus regeneration is, 28.5 mana regeneration at level 18 plus 10 from Deathfire's Grasp multiplied by 0.05 is 1.925 per five seconds.

Awareness vs. Expanded Mind. Expanded mind does look cool but when we get down to it, 1240 (level 18 mana pool) * 0.05 = 62. But getting a level before your opponent is priceless!

Most people would tell you to go with the Health quintessences. Don't believe them! If you're down from the 400 and some change hit points you have at the beginning to a point where you'll need the HP boost, you're doing something wrong. And besides, you're probably dead regardless.

So let's assume that by some small miracle, you would've survived with the HP boost but you didn't have it. Well, at least you went down with a bang in the form of Dark Matter, hopefully. With enough points in ability power and magic penetration, that thing hurts. A lot.

That's pretty much how I lose the game if we haven't lost the game before I could get there. It would've been cool to purchase them in this order but saving money for an item isn't my style. I do get the Sorcerer's Boots first but if you don't have the 860 gold pieces required for the Blasting Wand, you can always buy an Amplifying Tome or two- after all, you'll need them too and the extra ability power never hurts.

If you're hard pressed by an ad, you might go for Zhonya's Hourglass after Deathfire Grasp and Rabadon's Deathcap.

Deathfire Grasp combined with over six hundred points in ability power is pretty much another Primordial Blast, so the only thing I can say about this one is use it after Dark Matter and before Baleful Strike because how much damage it does is based on the target's CURRENT hit points, not MAXIMUM hit points.

Haunting Mask: Gives you the magic penetration you'll sorely need late game, and some hp to boot.

Abyssmal Scepter: Lowers the magic resistance of the enemies, pumps up your magic resistance quite well.

Zhonya's Hourglass: Armor and ability power. The active unique will rarely save you. I'll talk more about why in the Team Play section.

You might want to level up your Baleful Strike as the option becomes available, and you would have a point. Its mana cost is a fixed 90 and if you kill a hero, it gives you points in ability power depending on its skill level. Killing minions with it also gives you one permanent point in ability power. So why not pump it up first?

The problem with that is your primary damage source and creeping tool is the Dark Matter; while you'll lose around 50 or so in permanent points in ability power due to the longer cooldown and reduced hero kill awards, you'll make up for that in getting more hero and creep kills, thus getting your items earlier.

Here are the disadvantages:
You're pretty much dead if anybody reaches you.
You can't do any sustained fighting as you'll be running out of mana very quickly.
You're like the arquebusiers of the 15th century, your 'arquebus,' the muzzle-loading matchlock rifle, being Primordial Blast. After you shoot the arquebus, you're down to your melee weapon on which you've had minimal training.

There *are* some advantages, though. Here they go:
There's no other player in the game who can do as much damage as you can dish out in 1.2 seconds.
Focus any guy other than the tank, with this much magic penetration and ability power, he's dead.
It's fun to be able to cherry-pick your targets.
Even if the enemy engage you in full numbers, the fight virtually begins 5v4 in your favor and one of that four is most probably stunned for 2.5 seconds- a kill for your team, an assist for you.

Expect none! Out of my thousands of public games, only a handful of guys put a single ward. Without wards, you can't move through the jungle shortcuts if you aren't absolutely sure that there's no enemy in the jungle. As in, you can see all five of them on the minimap. So prepare to spend a small fortune on those.

You can do little to escape death other than flash, put an Event Horizon and Ghost away, which you can do once every five minutes. Having only the Event Horizon as your escape tool is no good because you'll always be left behind while your team chases after a low hp enemy. Zhonya's Hourglass won't save you for the same reason and what's even worse is that you'll be stationary for 2 seconds, giving the enemy time to close in and ready his skill combo.

Don't expect your team to leave your kills well alone; if you couldn't take down your target with the first burst, your greedy team mates, hungry for one more kill on their score table, won't wait for your Baleful Strike to cool down. Even though it means you'll lose 2 to 5 permanent points in ability power and you're their carry.

While your survival should be your team mates' top priority because of your high damage output and your AoE stun (the latter of which is one of the best ways I've ever seen to initiate a fight, sustain it and disengaging if needed with as few losses as possible), everybody will forget all about you once they get the whiff of a kill. Moving within the group isn't a viable option because the moment an enemy reaches you, the others will jump right in like sharks.

If you aren't dominating the game single-handed with an over twenty kill score without stealing kills, every death is your fault. There's simply no way whatsoever on Earth to make them understand you died because Xin Zhao, Lee Sin or Tryndamere, Alistar, Akali (name any hero that can sneak, move, fly, whirl past your team) managed to steal past them and killed you and they were so fixated on doing the last hit to the enemies' squishy, nobody even noticed it.

So why play Veigar if it's so bad? You may have different reasons than mine but my reason is that I've played over three hundred games with Veigar and I had more deaths than kills about ten, maybe twenty times. Even though you lose, you won't be doing the losing. So it gives you the ability to get ON your high horse whenever somebody says you're bad; your score table will most probably be better than his. Or you just ignore them as I do.

Here's the future you're looking at if you want to play match making games as Veigar: