I'll give you information on all of them so you can differentiate between the 4.
To answer your question Its Arteries.
Arteries
The walls (outer structure) of arteries contain smooth muscle fibre that contract and relax under the instructions of the sympathetic nervous system.
Functions:
Transport blood away from the heart;
Transport oxygenated blood only (except in the case of the pulmonary artery).
Alveoli - This doesn't relate to your question. (The alveoli are small air sacs in the lungs that allow for gas exchange to occur between the lungs and the bloodstream.
veins
The walls (outer structure) of veins consist of three layers of tissues that are thinner and less elastic than the corresponding layers of aerteries.
Veins include valves that aid the return of blood to the heart by preventing blood from flowing in the reverse direction.
Functions:
Transport blood towards the heart
Transport deoxygenated blood only (except in the case of the pulmonary vein)
Capillaries
Capillaries are tiny (extremely narrow) blood vessels, of approximately 5-20 micro-metres diameter. There are networks of capillaries in most of the organs and tissues of the body. These capillaries are supplied with blood by arterioles and drained by venules. Capillary walls are only one cell thick, which permits exchanges of material between the contents of the capillary and the surrounding tissue.
Functions:
Function is to supply tissues with components of, and carried by, the blood, and also to remove waste from the surrounding cells ... as opposed to simply moving the blood around the body.
Exchange of oxygen, carbon dioxide, water, salts, etc., between the blood and the surrounding body tissues.
Arteries carry blood AWAYfrom the heart so that means they'll have to be able to withstand against high pressures of blood from each heartbeat so they have thick walls containing a bunch of muscle and stretchy fibres
