There's no much point in Sand Veil Helioptile unless you're going to utilise it by having a Pokemon with sandstorm move or sand stream ability. Not many teams use standstorm weather either so the chances of you coming up against it are relatively small too.
Dry Skin doesn't stack with Solar Power as you can't have two abilities. Solar Power is Helioptile's hidden ability which simply speaking is just more difficult to get. However Solar Power would definitely be the strongest ability for you to have if you're wanting to use Charizard's Drought.
Despite all that, for Helioptile, I'd say Dry Skin is its best/most fun ability. However to make it work you need to have a more water based team, particularly one that has drizzle or knows rain dance. The healing you get is very useful and it means you can use any of you water moves to heal Helioptile as well. On top of that, being electric/normal, ground Pokemon are going to be the main weakness you're up against. Having strong water types will help counter those.
Tl;Dr Sand Viel not great unless you're going to use it. Solar Power good if you want a very offensive team. Dry Skin the most fun.