The Koenigsegg is meant to be hard to handle, the standard CC8 was according to TopGear though a great car, it wasn't that quick on the track either, and the CCR wasn't superb for such a supercar according to FithGear either though they didn't get a good go in it because it broke down.
I have a lot of respect for Koenigsegg, they've done a marvelous job with their cars coming from a nothing company and gaining the respect they have now in such a short space of time, but they can't match the development budget's of a company like VW and all I've heared about the Veyron's handling is praise. IMO the Veyron look's more classy then the Koenigsegg's, they look great, very racey, very in your face. The Veyron is more stylish imo. I love the look's of them both, they just send different messages looks wise.
All that said though, I have little doubt the CCX will be a faster track car than the Veyron, and on a similar note Koenigsegg can't come close to VW's budget, but neither could Pagani to Ferrari's and the Zonda F managed to be a faster track car than the Enzo.