*skee!* I love questions like this…you know, ones that I can actually answer well and give diagrams for and that force me to rack my brain for old anatomy/biology/zoology information.
ANYWAY. There are coronary veins (when referred to as a set, at least), but the major ones are the coronary sinus and the great cardiac vein, which both empty into the right atrium of the heart, like most deoxygenated blood does. However, the little veins known as the smallest coronary veins (imaginative, I know) will drain directly into any chamber of the heart. The blood from these veins is not significant enough to warrant necessary reoxygenation, and some of the smallest coronary veins are scarcely larger than capillaries.