No, it is NOT the most expensive car in the world. There have been Ferraris and other rare collector cars sold for upwards of USD $2.5 million at recent auctions. Some concepts, such as the sensational "Cadillac 16," are one-of-a-kind and therefore have an assessed value of whatever the market will bring, often in excess of $1 million.
The Veyron is an impressive machine and one of the fastest production cars in the world. But it is by far not the most expensive, even in terms of ultra-collectible cars. For Heaven's sake, the Crown Price of Saudi Arabia just bought a CAMEL for $2.7 million. That's about twice the price of a Veyron.