What is the difference between a venipuncture and a capillary puncture?

Caliber of vessel: A venipuncture is targeted at withdrawing blood using needle aspiration from a visible vein with a prominent lumen. A capillary puncture or "stick" is gommonly targeted at an area that has a higher density of small, essentially non-visible, vessels or a capillary bed with the intent of making one bleed. The blood is typically drawn up by the wicking action of a piece of paper or small glass tube.

The size of the vein: As dr. Placik said, venipuncture is for collecting blood through a needle from blood vessels that are big enough to see and/or feel. Capillary puncture would be used for collecting blood from vessels that are too small to see individually. This is usually done with a very small cut and a micro pipette or a piece of filter paper.