Se puede especificar para ciertos objetos que no suelen cambiar como imagenes jpg, gif, png, iconos, css, js. Que su expiración sea de al menos una semana. De esta manera los navegadores utilizarán su cache para cargar estos objetos en vez de cargarlos desde el servidor.

Las sentencias se agregan en el .htaccess, porque es apache quien lo indica a los navegadores.
Serían las siguientes:

# 
# associate .js with "text/javascript" type (if not present in mime.conf)
# 
AddType text/javascript .js

# 
# configure mod_expires
# 
# URL: http://httpd.apache.org/docs/2.2/mod/mod_expires.html
# 

    ExpiresActive On
    ExpiresDefault "access plus 1 seconds"
    ExpiresByType image/x-icon "access plus 2692000 seconds"
    ExpiresByType image/jpeg "access plus 2692000 seconds"
    ExpiresByType image/png "access plus 2692000 seconds"
    ExpiresByType image/gif "access plus 2692000 seconds"
    ExpiresByType application/x-shockwave-flash "access plus 2692000 seconds"
    ExpiresByType text/css "access plus 2692000 seconds"
    ExpiresByType text/javascript "access plus 2692000 seconds"
    ExpiresByType application/x-javascript "access plus 2692000 seconds"
    ExpiresByType text/html "access plus 600 seconds"
    ExpiresByType application/xhtml+xml "access plus 600 seconds"


# 
# configure mod_headers
# 
# URL: http://httpd.apache.org/docs/2.2/mod/mod_headers.html
# 

    
        Header set Cache-Control "max-age=2692000, public"
    
    
        Header set Cache-Control "max-age=600, private, must-revalidate"
    
    Header unset ETag
    Header unset Last-Modified

Mas información:

http://webmasters.stackexchange.com/questions/5265/how-do-i-set-expiration-headers-for-css-js-and-images

https://developers.google.com/speed/docs/best-practices/caching#top