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I think it is really situational, but I'll try to provide a framework.
In my opinion, Shurelya's>Seraph's is the safest path: lots of ability haste, mobility and shield, it's also a very strong powerspike at only 5100 golds.
That being said, (and it is maybe counterintuitive to some) if your team is getting stomped too fast (very hard games as Veigar anyway), you need Rabadon's second to maximize your damage output and try to play around shutdowns. As people are snowballing they're also more likely to act cocky and make mistakes. Veigar is really good at punishing mistakes, but if you don't have enough damage (and your team is likely not to have it as well as you're losing) you won't be able to punish anyway.