The blood flowing in your veins is never blue, it is always red. The blue comes from the way light hits your skin. When light of different wavelengths hits the skin, some of that light is absorbed, and some is scattered and reflected back to your eyes. Blue light, compared to red light, doesn't penetrate the skin as well. It is also absorbed by the blood more, and it is more likely to be scattered and make it back to your eyes. So the blue light's inability to penetrate as deeply as red light makes the veins appear blue.