I know that blood is always red because it is always oxygenated to some degree but what I don't understand is why veins close to the skin appear blue and not the color of blood.

Any thoughts?

good question! quite a bit of work has been down on this.  You might want to have a look at:-
http://www.imt.liu.se/edu/courses/TBMT36/pdf/blue.pdf

Why do veins appear blue? A new look at an old question

Alwin Kienle, Lothar Lilge, I. Alex Vitkin, Michael S. Patterson, Brian C. Wilson, Raimund Hibst, and Rudolf Steiner

1 March 1996 Vol. 35, No. 7 in APPLIED OPTICS

ABSTRACT
We investigate why vessels that contain blood, which has a red or a dark red color, may look bluish in
human tissue. A CCD camera was used to make images of diffusely reflected light at different
wavelengths. Measurements of reflectance that are due to model blood vessels in scattering media and
of human skin containing a prominent vein are presented. Monte Carlo simulations were used to
calculate the spatially resolved diffuse reflectance for both situations. We show that the color of blood
vessels is determined by the following factors: 1 the scattering and absorption characteristics of skin
at different wavelengths, 2 the oxygenation state of blood, which affects its absorption properties, 3. the diameter and the depth of the vessels, and 4. the visual perception process.

The discussion stated:-
To summarize, the reason for the bluish color of a vein is not greater remission of blue light compared
with red light; rather, it is the greater decrease in the red remission above the vessel compared to its
surroundings than the corresponding effect in the blue. Blue light does not penetrate as
deeply into tissue as red light. Therefore, if the vessel is sufficiently deep, the reflectance in the blue
will be affected to a lesser extent. Deoxygenated venous blood has a greater absorption coefficient
than oxygenated arterial blood in the red spectral region, and this difference of two, rather small,
values is amplified because of the long path length of red light in scattering tissue. As a result, veins are
more likely to look blue than arteries at the same diameter and depth.