Almost all mammals have a network of veins near a hairless part of their skin that controls rapid temperature management--and it's no different for people. For us it's the palms (as opposed to, say, a dog's dangling tongue). But like some other biological processes, the technique can be gamed, with engineering topping physiology. That's the case with a body-cooling glove out of Stanford that researchers say might be more potent--and obviously much more legal--than steroids.
These hairless patches are the dominant places for heat transfer with the environment; take a thermal scan of a bear (carefully) and you can see the nose and feet light up. The networks of veins beneath the skin, called AVAs (arteriovenous anastomoses), let only negligible blood flow during cold weather (to keep a person insulated) but can account for as much as 60 percent of cardiac output during warm weather or exercise.