When trying on your wedding dress put on a few different veils to see what style looks best on you.
Veils come in a variety of lengths from caged covering just your face to floor-length with a train that is longer than the one on your wedding dress. You can also choose the type of edge treatment from none to ribbons of various widths and embellishments such as lace, flowers and crystals. You can also opt for a blusher -- the part of the veil that covers the face and stops at about your waist.
A veil is a very traditional bridal accessory and while you can wear, or not wear, whatever you want, I would suggest that you try on a few different styles to see if you can find the perfect veil for your wedding-day look.
And if you do choose to wear a veil you can remove it for the reception.