'Oralie' headpiece with the cathedral veil. The point is, you can do whatever you want as long as you feel beautiful. A few tips on matching veils to headpieces:
The headpiece: headpiece, gown and veil should all work in tandem. Modern gowns go with beaded hair combs, tiaras and any hat with a veil. A more traditional gown will look great with a Juliet cap, a bow, wreath, hair comb. The ultra-formal gown shouts out for a tiara of Swarovski crystal. Consider also a hat, Juliet cap (classic) or mantilla.
The veil: No rules any more about legnth of veil dictated by formality of ceremony. That means you can wear a Juliet cap with a waltz length veil, a pillbox with a very long cathedral veil. Just remember to keep everything in balance. If you're tiny maybe the huge hat with your veil is going to be a bit much. Scale down. . .