Here's another approach which doesn't use characteristic classes.
Suppose $M$ has no connected double cover. Then it has a non-vanishing vector field iff $TM$ admits a rank $1$ sub-bundle.
The hypothesis on $M$ is satisfied iff $\pi_1(M)$ has no subgroup of index $2$. In particular, this applies to all simply connected manifolds.
Proof: One direction doesn't depend on properties of $M$ at all: if $M$ admits a non-vanishing vector field $V$, then $\operatorname{span}\{V\}$ is a rank $1$ sub-bundle of $TM$.
Now we prove the more fun direction. Suppose $L\subseteq TM$ is a rank $1$ sub-bundle. Choose a background Riemannian metric on $M$ so that we may talk about lengths of vectors. Let $\tilde{M} = \{(p,v)\in L: |v| = 1\}$.
Then $\pi:\tilde{M}\rightarrow M$ given by $\pi(p,v) = p$ is a $2$-fold cover. By hypothesis, $M$ doesn't admit any connected $2$-fold covers, so $\tilde{M}$ must be disconnected. Writing $\tilde{M} = M_1\coprod M_2$, it follows that $\pi:M_i\rightarrow M$ is $1$-sheeted, so is a diffeomorphism for each choice of $i$.
In fact, then the inverse $\pi^{-1}:M\rightarrow M_1\subseteq L\subseteq TM$ is a non-vanishing vector field on $M$.