Veil Basics
Holding A Veil
You should hold the veil however it feels most comfortable for you.  I
will tell you about two common ways to hold the veil.  I feel that
these two holds are best because they allow your hands to look
elegant yet hold the veil firmly so it won't slip out of your hands.
Veil Hold1
To hold the veil first pick it up in both hands and hold the
veil behind you.  Hold your arms straight out to the side
and allow your hands to slide over the veil.  The veil should
be fairly straight behind you, so it won't sag or droop in the
middle.  Look at how much veil is left between your hands
and the edge.  For most people this will be about a foot,
make a mental note so you can easily find this place
again.  Now starting with one hand hold the veil according
to the picture on your right.  Hold the veil firmly between
your thumb and palm.  Wrap the veil around the front of
your pointer and middle finger.  Pull the rest of the veil end
around behind your ring and pinky fingers.  The veil can
now be held firmly but elegantly.
Veil Hold2
To hold the veil first pick it up in both hands and hold the
veil behind you.  Hold your arms straight out to the side
and allow your hands to slide over the veil.  The veil should
be fairly straight behind you, so it won't sag or droop in the
middle.  Look at how much veil is left between your hands
and the edge.  For most people this will be about a foot,   
make a mental note so you can easily find this place      
again.  Now starting with one hand hold the veil according 
to the picture on your right.  Hold the veil firmly between   
your thumb and palm.  Wrap the veil around the front of    
your pointer finger.  Pull the rest of the veil end around      
behind your middle, ring, and pinky fingers.  The veil can   
now be held firmly but elegantly.  Although I feel this is not
as firm of a hold as the first it still will work about the        
same.

Recovering a Veil after it's slipped out of your hand
No matter how hard you practice, no matter how seasoned a dancer
you are, there is always going to be a point when you accidentally
lose your veil.  That doesn't need to be a big deal though.  If it
happens don't stop dancing, don't look at it with horror, simply make
it part of your dance.  You can throw it off to the side and continue   
dancing.  You can grab the edge by your other hand and pull it back 
up by sliding it through your fingers ( This would be a great time to   
hold it over your face letting your eyes peek out and maybe do a      
head slide or two ).  Or you could even do a large hip circle and bend
forward to pick it up.  Use your imagination and remember the trick  
is to make it look as thought that's what you had planed all along.

Weighted VS. Un-weighted
Everyone has a preference as to what type of veil their going to use
some prefer weighted veils, which are the veils with a fairly heavy      
sequin and bead trim, and some prefer the un-weighted veils which    
have little to no trim.  Both are good choices for different reasons.     
Un-weighted veils are easier to swing around because they require    
less force.  They also have a softer more willowy look to them.         
However, they are harder to use in fast pieces because, when you    
need to move them quickly or throw them they have no weight to      
help them move.  Weighted veils are easier to use for fast pieces in  
which the veil is thrown or swung around quickly because the weight
helps to pull it around.  But they require more force to do so, which  
can cause it to be more difficult when trying to look elegant and soft.
Both have their pros and cons but neither is better than the other.     
Play around wit them and see which you like better.

Rectangular VS. Circular
Everyone has a preference as to what type of veil their going to use   some prefer to use circular some prefer to use rectangular and some like me prefer one or the other depending on the circumstances.       Circular veils are great for pieces which use a lot of turning because    they make the turns look more circular and fluid.  They also in my     opinion are better for restaurants (especially ones where the tables     are close to the stage or dancing area) because you don't have to     worry as much about the ends thwacking your audience.  Rectangular veils are better for large spaces where the ends are free to move        wherever.  They also work better for doing some of the moves like a   teardrop, because the ends follow along and accentuate the move.    Both are equally good and can be used in the same way, but you      should play around with them and the different moves and try to          determine for yourself what moves work best with which veil.