In one aspect an apparatus for use in a wellbore is disclosed that in one embodiment includes a device or tool conveyable in the wellbore, wherein the device or tool further includes a shape memory member formed into a compressed state, the shape memory device having a glass transition temperature and a heating device associated with the shape memory member configured to heat in the wellbore the shape memory member to or above the glass transition temperature to expand the shape memory member to a second expanded state.