I feel like Kat has a little less to worry about in the grand scheme of things.
My experience playing both of them has told me that Veigar is traditionally the more difficult.
Yes he has CC, but other than that (Excluding summoners) he has no escapes.
Not to mention a low base health and move speed he is very weak throughout the whole game unless he builds to counter.
Kat isn't a tank or very tough so she can also die; albeit Veigar will die quicker.
But her move speed is a bit higher, and she has a relatively short cd blink.
As for toughness if I remember correctly shunpo if used with her skill buff ability gets a % dmg reduction.
Overall I've always felt veigar has to be more worried about not dying, THEN everything Kat has to worry about.
Kat gets a little more elbow room in worrying about defense.
Offensively Veigar basically picks the AP carry and ults them with a Q, dark matter requires moderate skill to land perfectly as does the stun ring.
Veigar has two, brainless, click and target nukes, but a stun and an aoe which require medium skill to use effectively.
Katarina has two skills that feel more skill oriented and its when to use the skill buff and when and where to shunpo.
Not saying that the rest of her kit doesn't require skill but with everything else its more of a positioning/who to target deal.
Kat has one brainless skill being her dagger, the rest all require thought into positioning more than being worried about using them properly.
Veigar has to worry about positioning and his skill to get the desired effect of his aoe and CC so he wins the "harder to play" vote for me :-s
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