I actually dont understand how being veigar is possible, Its not even his damage that I find ridiculous its the giants AOE stun on a super low cooldown that basically means you can never team fight because he can just lay it down and auto win the team fight. How are you suppose to play around that?
learn 2 dodge
Assert your dominance over him. Play like a cocky, arrogant guy who denies almost all CS
abuse early game then he turns into a caster minion
Veigar cage is absolutely powerful and very difficult to play against if he is in a premade or his team have good reaction.
There are still someway to beat his cage, remember that you can stay in the cage without being stunned and if veigar used the cage aggressively your front line should be able to take some hits and you can usually cc veigar to death since he will try to get close to drop a combo.
If he use the cage defensively it mostly depend on the team comps and situation but you can still try to fight.
The most important advice is to buy 
since they will reduce his cage stun duration or buy a 
if you are and adc, if you are a mage a 
is a better choice.
ranged skillshots
Banshees veil
Edge of night
Qss
Zhonyas to dodge literally 100% of veigar damage
any hook
