The chief difference between arteries and veins is the job that they do. Arteries carry oxygenated blood away from the heart to the body, and veins carry oxygen-poor blood back from the body to the heart.
Another difference would be veins have valves and arteries do not. In arteries, blood flows in the right direction because of the heart pumping it forwards at high pressures. The lower blood pressure in veins means that valves are needed to stop blood flowing backwards (for example, in veins in the legs, blood needs to flow upwards against the pull of gravity).