Hey there Roku, great guide first off. I'm an avid veigar player too, he's a great caster and has some skill to face or run from anyone, and a team stun O.o...
Couple of differences when I've played veigar though... just for general 2cents worth 
1. I never get sorc boots, well, almost never on any caster... I get the mastery for 15magic pen, is it archaic knowledge or something? takes 9 mastery points... which is the same as the sorc boots. then i make up rest of magic pen in game with either void staff for enemies with more than 100 magic res, or abysmal for those with less. I much rather mercury's boots for shorter stuns and slows on me, and shorter stuns = more survival and more casting
or dodge boots with dodge runes if vs. dps heroes.
2. skill build much the same, max baleful and last hit like crazy, but i only get 1 of dark matter early, the rest i max out horizon next... i love the long stun time, awesome for escaping early game ganks / trapping enemies by tower getting pwned, etc.. personal preference i guess, i use the stun time rather than hit/miss darkmatter so teammates can wail on them too. dark matter lategame is awesome though.
3. I use rod of ages situationally. I'm a fan of soulstealer, veigar is made for ap boosts from killing ppl, 2 of his skills focus on that. Rod is excellent for HP boost, but i tend to get it vs ppl like chogath or blitzcrank or other tanks where HP and long teamfights is a must. otherwise, I tend to rely or mercury's for less stun time and flash and running in casting and running out, rather than hp. prefer full on mass ap items, or magic pen first, like archangel's or void, and just outdamage and kill them before they kill me kinda thing. if i find i need HP late game where its no point getting rod of ages, i use the cat for banshee's instead. skipping rod if i dont need it allows me to zhonya's earlier, and that gives a huge % based ap rise, so 80ap from ROA at 45 min, or 200-225 ap from zhonya's at 45min (based on 300-400 ap from other items/runes/balefuls/primordials).. style of play i guess 
Just a few comments, take or leave
. Usually manage twice the kills as deaths, or good games 5 times the kills as deaths, if we have a good tank. I gotta try the AP runes though, sounds like a good boost.
P.S. As far as running through horizon stuns, I've only seen that when the enemy is wearing a banshee's, or sivir's shield, watch for it and spam a baleful first, stun is worth more than baleful dmg imo, especially in teamfights.