Blood circulation - How to expand blood capillaries?
Capillaries are the smallest blood vessels. They are unique in that:


They don't have any muscular component like arterioles or venules do.
They are lined by a single layer of endothelium  (cells lining blood vessels are called endothelial cells) overlying the basement membrane.


Due to these reasons the capillaries are very permeable facilitating nutrient and gas exchange.

The capillaries don't expand as they do not have muscular or elastic components. However exposure to heat do increase the circulation. This is due to the following facts:


Exposure to heat dilates the pre-capillary arterioles - this would inevitably cause improved capillary circulation in capillaries that are already open.
Increase in pre-capillary flow opens up collapsed capillaries. In the human body roughly only one-fourth of the capillaries are open during rest1. As the pre-capillary arterioles dilate, the collapsed capillaries open up thus further improving circulation.


To improve capillary perfusion:


Temporary improvement can be achieved by activity (exercise), exposure to warmth, emotions (flushing is due to vasodilation), even exposure to cold causes vasodilation after the initial vasoconstriction
Permanent improvement of capillary circulation can be achieved by increasing capillary density. Capillary density refers to the number of capillaries present in 1 cm2 area. Capillary density can be increased by consistent anaerobic (isometric and to some extent isotonic) exercise.


References:

1: Boron and Boupaep text book of medical physiology, 2nd Edition, p.467

For more:


http://corporate.dukemedicine.org/news_and_publications/news_office/news/6597
http://www.ncbi.nlm.nih.gov/pubmed/8852622