(1) Hamstring and hip flexor stretches
(2) Off-ice leg lifts wearing skates or ankle weights (already suggested)
(3) Lifting your toes inside your skating boot to get your weight on the heel. Also, lock the skating knee as you pull back away from the skating foot (others have called it pushing the skating foot forward, same thing).
(4) Press your belly button down toward the ice while squeezing your shoulder blades together.
(1) Off ice, do squats and one legged squats in front of a mirror in high heels. If you are a woman, your husband or boyfriend will enjoy watching this.
But seriously, the reason for the high heels (at least 2") is to simulate the position of your skating foot and the weight that will be on the ball of your foot when you are in a spin, with your heel lifted. Fortunately, this is MUCH easier than doing them flat-footed, and will also hurt your knee a lot less.
(2) On the ice, do backward shoot-the-ducks with the heel of your blade lifted and your weight on the ball of the blade, just behind the toepick (a little toe scrape is fine).
(3) In both of the above, and in the actual sit spin, arch your back and push your chest and free leg forward as you lower yourself into position. Keep lowering your butt and pushing the free leg forward until the inside of the thigh of your free leg is pressing against the lower calf of your skating leg. If you feel that, it means your skating thigh is parallel to the ice. It's impossible to achieve a low enough sit spin with your knees together unless you're doing a cannonball position.
If you used to do spread eagles easily, it could be that you have open hips but your muscles have tightened up. What helped me get my outside spread eagle was stretching my groin muscles by doing butterfly stretches http://gymnastics.about.com/od/trainingadvice/ss/centersplit_2.htm
. I would sit with my back against the wall and just rest my hands on my knees until they gradually relaxed and went all the way down. I also do plies with the insides of my knees pressed against the boards as a stretch before doing spread eagles or Ina Bauers on the ice. Even after doing them for years, I still need to do that stretch first or I risk catching an edge.