Porcelain veneers can be made out of several different ceramic materials.  Pressed glass is the most common type and the individual coloring is painted on the outside of the veneer before firing in a high temperature furnace.  These types of veneers are strong but can appear somewhat monolithic.  The most expensive type of porcelain veneer is made of hand layered feldspathic porcelain and has color and depth that is difficult to tell from a natural tooth.  The color of these veneers comes from deep within the veneer.