I understand that blood cells carry oxygen, nutrients, and waste through the body; my question is, how do they "know" where to deliver and pick up?  Why don't they just keep delivering to the first few cells they encounter on their ride through the body?  Why/how do the cells in my big toe get provided for when they are so far away from the heart?  Is there an artery that goes straight to my big toe?

And what about the cells lining the arteries and veins?  Are they always, in effect, getting bathed in nutrients? 

Thank you.

An excellent question Jenny. The important thing to realise is that the blood cells are NOT the limiting factors for gas and nutrient exchange. All cells are in equilibrium with the blood constituents. Thus the extremities are in no way disadvantaged and get just as much oxygen or nutrients as the heart.

As to your second question, yes the arteries and veins are "bathed" in nutrients as is every other cell that is in close proximity to capillaries.

To add a little, the red blood cells deliver oxygen through diffusion. The cells passively act as carriers, like sponges. They take on oxygen in the lung because the concentration of oxygen is high in the lung (compared to blood), then as they reach peripheral tissues the concentration of oxygen gets low, and the red cells loose the oxygen. The exact opposite happens with CO2.