Hi R.~
You already know all about my wedding, and I wasn't going to wear a veil, but the evil ladies at David's *coerced* me into putting one on, and now I have to wear one. :/ Luckily, my cousin who got married just 2 short years ago is lending me hers, which she paid much bucks for at David's... and luckily, it's ivory, and matches my dress perfectly.
I'd say that you are the bride, wear a veil. See how those evil women have gotten into my head? No one will look at you on your wedding day, no matter what type of wedding, and say, "Damn, I can't believe the bride wore a veil on her wedding day." LOL
I would look around, though... lots of craft stores have basic veils that you could wear either with your headpiece, perhaps, or you could embellish a little, or you could wear for the ceremony, and change to just the headpiece after the ceremony... They are SOOOO much cheaper just about EVERYWHERE else other than bridal stores...
Oh, and as for the outdoor wedding/veil blowing thing, I read somewhere to paint fishing weights the color of the veil and attach them to the bottom. No one will know they are there, and they hold the veil down a bit... ;)