They have little or no elastic tissue, experience much less pulse pressure, but their muscle is important for vasoconstriction in regulating blood pressure. Continuous capillaries are formed of a single layer of simple squamous epithelium, a continuation of the endothelial lining, held together by tight junctions allowing only small molecules to pass. They are found in the brain, muscles, the skin, the lungs and many other organs. Fenestrated capillaries have pores to increase transport. They are found in the absorptive capillaries in the GI tract, in glands, in the glomerulus of kidneys, etc.
Sinusoids are chamber-like vessels which allow blood from several sources to mix.
They are found in the liver, spleen, and lymph nodes. Arteriovenous anastomosis - a direct connection between arteries and veins which allows blood to bypass the capillary bed. This is important in the skin and GI tracts especially. In the skin blood is shunted away from the skin to conserve heat, and into the skin release heat to the environment. The vessel which acts as the shunt is called a metarteriole and capillary sphincters regulate the blood flow.