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I bought a veil online through here: CLICK because I'm NOT a sewer. Crafty yes, sewing, nope.
I then bought 144 size SS20 (~4mm) Swarovski crystals from here: CLICK
I went to Michael's and bought this: CLICK I was originally going to buy E6000 but I think that would have been too messy to use with a veil. I also bought wax-tipped jeweler's pick (in the jewelry section of Michael's) to help pick up the crystals.
Make sure you have a flat surface to work on, and if you're messy with the glue, it's okay because it dries clear. It's a lot of trial and error, but even what I thought were my biggest "whoops" on my veil, I don't even notice now.
Here's a picture of the veil. I still have a few more crystals to add on, but it looks just like the veil I wanted at the bridal salon that was $250 but for way less.
Also make sure to glue crystals on both sides of the veil. The back of the crystal is just plain silver, so I made a sandwich of crystal, veil, crystal. That way no matter how the veil is moving, there is sparkle. If you need more pictures, let me know.