I am trying to make a vegetarian pot pie, but so far I was not successful. I tried with carrots, peas, and cauliflower, but the pot pie was not that good.
If you'd like to make something with cauliflower and/or broccoli, try this: trim and wash the florets (keep the stems for something else if you like). Blanch them in boiling salted water for 3 or 4 minutes (a little longer maybe for cauliflower). Drain them and dump them into some cold water, then drain them.
Now (or before now): get a heavy roasting pan (like a big earthenware or cast iron lasagna pan, or something like that - the heavier the better) hot in a 375 degree (F) oven. That should take about 15 or 20 minutes - we want it hot. Pull it out of the oven carefully, and then add some oil. Spread the oil around with a silicone brush or by tilting the pan (carefully please; don't burn yourself and sue me) and then add the drained broccoli/cauliflower. Sort-of toss those around (if you've got some spray olive oil, you can squirt them with that) and then add kosher/sea salt and black pepper.
Roast those in the oven for about 20 minutes, possibly tossing them around halfway through.
Now what you've got is the best tasting cauliflower/broccoli in the world. You can add those roasted florettes to a quiche or to a pot pie or to anything like that. I add thusly roasted cauliflower to Indian "dal" preparations and it's awesome.
Here's another tip: if you want to add cubed potatoes but you don't want them to turn to mush, try this. Cube the raw potatoes. Get some water warming on the stove, but when it's still just warm (less than 130 degrees F) add the potatoes. Keep the fire on, but monitor the temperature very carefully. When the water gets up to 138 degrees F, drop the fire a lot and try to keep it at that temperature for about 10 minutes. After that, raise the fire and let the potatoes boil as you normally would.
That trick will allow a natural enzyme in the potatoes to "firm up" the starch, and they'll end up cooked but not mushy. You can then add them to your pot pie with the confidence that they'll more-or-less hold together. (Beets do this kind-of automatically; it's really hard to cook a beet until it's mush.)
What do you mean by hold up well? Structurally? Carrots and peas are rather common in a traditional chicken pot pie. Cauliflower is probably way too delicate to hold up well, also it's too mildly flavored to serve as a primary flavor.
I would suggest trying some heartier root vegetables or starches. Potatoes, squash, zucchini are some good possibilities. I'd also add some onion and celery for a better flavor punch.
The flavor balance in a traditional pot pie going to be hard to replicate using just vegtables but the inclusion of mushrooms to add some meatiness and adding some tofu to the base along with enough starches to thicken up the base should do it. Corn, rutabagas, carrots and garlic should be added to hobodave's list of vegtables that will remain reconizable after cooking.
A traditional answer: Carrots & peas are a good start. Consider pot pie filling a thick veggie soup. You can also include other things you'd find in frozen "soup veggie" mix. I've had one with diced sweet potatoes too.
Personally, I'd do carrots, peas, corn, lima beans, tiny diced potatoes, green beans, onion. Think color, texture, flavor. Don't go for green leafies, brocolli or cauliflower (too many sulfur compounds when slow cooked).
What's as important as veggie selection though is cooking & sauce. Dice onion & mince garlic, brown in butter. Add veggie stock and bring to simmer. Add (optionally pre-steamed) diced carrots, potatoes & other longer cooking veg. Once more tender, add quicker cooking veg. I would add Campbell's cream of celery as a base, it will thin with veggie stock. Season with salt, pepper, and cayenne pepper - maybe bay leaf or other soup spices.
Don't bother putting it in a pie shell until you are happy with the flavor & texture. Do not rely on pie baking to cook filling.
I made a pie which contained shallots, button mushrooms, chestnut mushrooms and whole chestnuts. I sauteed the shallots whole along with the mushrooms. Then I added a goodly amount of red wine, some bay leaves plus some rosemary. I simmered it for a while to reduce, then added the chestnuts, then seasoned further. Into a casserole dish, then covered with pastry. After cooking, all the filling ingredients had held their shape.
My wife and I have been making the vegetable pot pie with dill-Havarti sauce from the Moosewood Restaurant Celebrates cookbook for years. The only modifications that we make are to leave out the celery and green beans and add in some peas and asparagus.
We've even successfully made a vegan version by making our own dill Havarti cashew cheese.