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