Veigar's stun and Mercury Treads
Let's do some math.
At rank 2, Veigar's stun lasts 1.75 seconds. Mercury treads will reduce this by 35%, making it 1.1375. That rank is the lowest any decent Veigar is going to be missing his W, which has a 1.25 delay. Obviously, that gives you 0.1125 window to flash/dash/blink away after the stun.
At rank 3, the stun lasts 2 seconds. That's not much of a difference, right? 2 seconds, reduced by 35% is 1.3. That gives Veigar a .05 second window to use his W, assuming you didn't bring Cleanse. It gives you no window to flash/dash/blink away.
You aren't going to possibly have Banshee Vale or QuickSilver Sash during the lanephase unless you rushed QSS as your first item.
I'm not saying Veigar is OP, but if you're going to say, "just buy Merc treads, bronzie," at least have your evidence ready. As I've shown, the evidence is stacked up AGAINST that being a viable option to avoid his W.