Mark Nottingham, the author of the ATOM specification, provides an indepth tutorial on web caching.
Great article on the different types of HTTP caching and the benefits to site speed performance.
Multiple images being loaded in a CSS file can be mitigated (for modern browsers) using Data URIs. This is one of the better articles explaining the process and links to an online converting tool.
Comprehensive tutorial on web caching with tips that help optimizing for speed.