As stated , you would need to do that in udev and reboot before anything that expects eth0 to be there would work.
likely something like
sed -i ‘s/venet0/eth0/’ /etc/udev/rules.d/70-persistent-net.rules
That way , the kernel still sees the venet0 interface but the os will refer to it as eth0
EDIT . . .
You would then of course need to adjust your
/etc/sysconfig/network-scripts/ifcfg-*
scripts to concur with the new name. Perhaps easiest to just
cp /etc/sysconfig/network-scripts/ifcfg-vnet0 /etc/sysconfig/network-scripts/ifcfg-eth0
but check to make sure.