The most common agents used in the us are sodium tetradecyl sulfate and polidochanol.
Both are classified as detergents, which means that their molecular structure consist of chains that bond to water at one end and to oil at the other. They work by damaging the cells that line the veins, which in turn causes the walls to scar together and close the vein. Another agent is called hypertonic saline, which is basically salt water. Like the other agents (though by a different chemical process, Hypertonic Saline damages the cells that line the vein and causes the vein to scar closed. Of these three agents, polidochanol seems to have the best safety profile, but it's newer in the us and may be the most expensive. Hypertonic saline is the cheapest and most readily available, but it causes some crampy pain when injected and does not work well in larger veins.