For those of you who aren't faint hearted, and want to play with source code, here's a tip developed by the folks at http://www.redtreesystems.com:
The tip involves editing the index.php, so be careful, and do a backup first! But before that, try other tips, as turning caching on.
In most cases there is no local caching going on. You can overcome this problem by hacking index.php a bit.
The first item of business is to get rid of the section near initGzip() that says:
header( 'Expires: Mon, 26 Jul 1997 05:00:00 GMT' );
header( 'Last-Modified: ' . gmdate( 'D, d M Y H:i:s' ) . ' GMT' );
header( 'Cache-Control: no-store, no-cache, must-revalidate' );
header( 'Cache-Control: post-check=0, pre-check=0', false );
header( 'Pragma: no-cache' );
This code ensures no browser will attempt to cache your site. This really affects bandwidth!
If you want more, contact the author of the tip at the link above, they have been polished the original tip adding some more ingredients to it!