ESR = Equivalent Series Resistance
Lowering ESR
Use lower value capacitors connected in parallel. This gives you the overall capacitance you want and the overall ESR value works just as for normal resistors wired in parallel.
ESR and Heat
ESR is resistance so if your capacitor has lots of current flowing in / out / etc then the ESR (resistance) is goign to cause the capacitor to heat jsut as for a resistor.
Good resources
EEVblog #742 – Why Electrolytic Capacitors Are Connected In Parallel