1) Veloce 2007 is down-sequential, like shimano (you can't shift from a 15 to a 12 with a single thumb-click, you have to do CLICK 15->14, CLICK, 14->13, CLICK 13->12). With Centaur 2007 if you keep a prolonged time youd thumb on the lever, you will obtain up to 3-gears shift down (also with chorus and record). Xenon and Mirage work like Veloce.
2) If you change your wheels, maybe the brakes are not perfectly aligned with the new wheels; you could move manually the brake (grabbing the whole brake system and assetting it on a new, centered position). Ok, that's not optimal if you screwed your brakes on a carbon frameset with a dinamometric key; so Campagnolo invented a system to regulate the brake axis with a very small screw on the side of the brake pad. You adjust it, without moving the brake, and you're ok.
In Veloce there are no regulation screws, in Centaur they exist.
3) Centaur is in carbon...much more fashion!!! Here in Italy I know many people that put on a Centaur 6-pieces and a FSA carbon crankset... then it's similar to a record groupset, with ergopowers, rear derailleur and crankset in carbon fiber
For pre-2007, there is very little difference in performance (I have used both). Personally, I really like the multiple cog shift function and use it regularly, particularly when cresting a steep hill and moving several smaller cogs down the cassette.
If you want to save a bit of money, go with Veloce on the crankset and derailleurs and cassette (consider Mirage or a Miche also to save even more) and then Centaur on the brakes and shifters where the features previously mentioned may be worth it. If you are building up wheels with Campy hubs, the Centaur are alot nicer and lighter than Veloce.
If you can get hold of some pre-2007 Veloce you could get yourself a bargain. I've quite a lot of the stuff on sale because of the so-called upgrade with the 07 stuff. So you can get a superior product on the cheap if you look around.