I came across a blog which referenced an article that I read a while ago, called, "The Veil in Christianity", from Al-Muhajabah's Islamic Pages. When I began researching head coverings a year or so ago, this was one of the first articles that I came across, and I found that this same author has also written several helpful articles regarding the hijab in Islam. Read these articles and links to find the point of view of veiling for Christians from the point of view of someone on the outside, who also wears a covering for her faith.
Note, the main difference between the two in reasoning is that Muslim women cover in obedience to their scripture and for modesty's sake, while Christian women cover in obedience to their scripture and for submission's sake. A lot of Westerners don't realize this.
For another blog entry, with illustrations, by a Muslim on this subject, see HIJAB... It's Not Just For Muslims, by Tabarakallah at wordpress. You might be a little offended by a couple of the illustrations here.