I also finished it on Veteran last night. Took me about 8 hours in total and all I can say is that it was simply awesome from start to finish. I won't give anything away but some of the missions in the second half of the game are truly had me thinking 'wow' and grinning like a small child.
I honestly think the Modern Warfare games are better than the Half-Life series in how they go about set-pieces and story in general.
Now that it is all dusted with I can go about hammering MP now as I'll go back to to getting the Intel things at a later date. Think I got one in my entire playthrough and that one was an accident as I was trying to pick a new weapon up