Arteries in general are thicker than veins because of the nature of their purpose in the circulatory system. Arteries are the first tissue near the heart that will be used in pumping the blood. In this connection, arteries should be flexible in sudden change of pressure in order to control the nature of blood flow. That is why it is full of muscles in order to add rigidity to the artery. Veins on the other hand are the ones that bring the blood back to the heart. There is no need of much pressure in doing that as compared to the function of the arteries.
Arteries are usually a lot thicker than veins. This is because that arteries are close to the heart (as in they are the first thing that blood flows through), so they have to be very flexible to deal with the fluctuating pressures going on in the heart. Blood also has to get to all of the body tissues all overt the body, so arteries have muscle so that they can contract and help the blood flow through the body. Veins on the other hand are far from the heart and don't really feel that much of a pressure difference in them. Since there isn't a lot of pressure in the veins there is the possibility of blood pooling in them