I've previously posted about the new acceleration features that are included in the newer browsers.  This post will focus on the things you can do with current browsers to ensure pages load as quickly as possible.  Internet Explorer and Firefox both have settings that control when content is served from disk cache, how much disk space to use, and what types of content can be cached.  I typically recommend that users select the Automatically or When the page is out of date setting.  These settings will use the cache-control headers that are received on the initial request to determine when content is out of date and should bee re-requested from the server. 

The size of the cache needs to be adequate for a users typical browsing habits.   For normal everyday use recommended cache sizes are between 100-200MB, if you regularly browse to 1000s of sites bumping up the disk cache may be a good idea.

In addition to configuring general cache settings, there are additional settings to configure that control whether SSL content is cached.  When this option is enabled any SSL content is not stored to disk this includes the static images and includes forcing the browser to request the content on every visit to the page.  

Whether or not you use a proxy server to access web sites can also impact the download speed.  Some browsers by default have HTTP 1.1 connections disabled for proxy connections.  Opening a TCP connection for each and every piece of content can seriously increase the download time. 

Check your browser to see whether it is configured optimally for your browsing behaviour.