here's a few tips, as a Veigar player who laughs when people actually get hit with it and i'm not casting it from a bush or similar:
Don't walk into the edges.
Don't walk into the edges.
Don't walk into the edges.
DON'T WALK INTO THE EDGES.
you have no idea how easy that is to do. i highly doubt every Veigar drops the edge right on you every time it's casted, and there's enough room in it to move around and dodge his W comfortably (and i say this having been on the receiving end multiple times), and his Q is a straight line. if you're super low, why are you chasing someone with a stun and an execute anyway? at least it isn't a point and click stun, because you're begging for him to stun you and then ult you, or W you.
if you want a proper suggestion... play a champion with a dash (e.g. Yasuo, Fiora, Graves). it doesn't stop dashes. that actually kinda irritated me when i found out.
So I've seen so many comments about it stopping dashes, so I'll quote one of my replies here:
[{quoted}](name=N3RAZIM PRA3TOR,realm=NA,application-id=3ErqAdtq,discussion-id=LL74yWd0,comment-id=000200000000000000030000,timestamp=2016-05-24T11:18:19.074+0000)
I actually played Veigar a couple of hours before that comment, and I can't count the amount of times I've died to a Fiora/Yasuo that I forgot won't get stunned by my E unless they walk into it.
So unless it's a bug (and then that's on you @staff), as far as I know it will block PULLS and KNOCK BACKS (think Blitz/Tresh or Sion) as well as stuff like Vi's... whatever it is, but not DASHES that avoid terrain, basically like flash.