dorans -> dorans + codex if you can kill your opponent / or tear if you just want to farm -> codex/ morello component + boots -> sorc boots + morello -> needlessly large items.
rab cap -> completed archangel staff if you built it -> void staff -> filler item (usually zhonyas or BV/GA) pending situation.
however archangel staff can be switched earlier for zhonyas if you're playing against a bunch of assassins and you just need to stay alive longer, or you can opt for ludens echo for the movement speed and extra damage in team fights.
but overall i recommend

the reason i dont recommend zhonyas on veigar, is because i play the scared towerhugger version and let someone else front line for me, i play by "if i get caught at all, im dead", so dont let it happen.
and ofc, if at any point you find yourself in the hour+ long game, ditch boots for another ludens, and ditch archangel staff for any item with enough CDR to put you up to 40% because veigar will be 1 shotting anyone when he reaches the 1500+ AP scenario and he benefits moreso from the CDR than the AP items. the extra ludens would be for the movement speed to keep yourself alive longer.