What would cause my veins to always bulge with tight, red & pounding hands/fingers everytime I get warm or exert myself. I also get short of breath.?

Possibly high BP . Bulging veins don't necessarily mean much unless in the neck area which could indicate heart failure or chronic lung disease. If you'r having shortness of breath then you need an echocardiogram by a cardiologist to look at your heart performance and rule out heart valve disorder .
Consult doc anyway. The red and pounding hands is caused by increased blood flow to the hands due to dilatation of the blood vessels. Reaction to change in temperature (cold to hot) or some times allergic reactions (histamine response) even to exercise can cause this. If more blood flows into the hands, more blood returns causing prominent veins. If it does not otherwise bother you it is generally not a problem.
CHF. One possible cause of your symptoms could be congestive heart failure. When you exert yourself with this condition the heart can't keep up with the demand and you get short of breath. You may notice signs of increased pressure in the veins if the right side of the heart is affected. If you have this problem you need medical treatment for it.