Orange and red, to be specific. It is actually very hard for a Veil to get the Red rating, due to their modular nature. That said, I think the worst one I saw was the Polar Snowshoes. Only time I would EVER shape that is if I needed to lead an exodus over water. Infernal Blood on the Daevic list is also a waste of their best slot
Feats, though, get it at a decent rate. You can swap out a bad Veil. A bad feat sets you behind your entire career