Everybody has veins snaking up and down their bodies, and those veins are blue. So it stands to reason that whatever magical and mysterious substance courses through those veins (all right, fine, it's just boring, old blood) is, as a matter of course, blue.
But no! Once your blood has stopped by the bank (your lungs) and picked up a withdrawal of cash monies (oxygen) it's flush with greenbacks (bright red blood). Once it's spent a night on the town (circulated through your body), it returns with a massive hangover (the blood has turned dark red) and it goes to curl up on the couch (take another pass through the heart).
Basically, the veins are blue thanks to a trick of the light, not the color of what's inside them.