If I run an audit on my sites with Google Chrome, I get this message in the Leverage browser caching section:

The following resources are missing a cache expiration. Resources that do not specify an expiration may not be cached by browsers:

A list of all the pictures follows. I get a similar notice in Leverage proxy caching:

Consider adding a "Cache-Control: public" header to the following resources:

Apart from pictures, I also get a notice about HTML, CSS and JavaScript files:

The following resources are explicitly non-cacheable. Consider making them cacheable if possible:

Its funny because I've worked hard to cache all static contents (except for pictures, where I just left Apache's default settings). Firefox does indeed store all these items in cache.

Is there anything I should improve in my HTTP headers?

Here's the complete header set of some items as loaded after removing the browser caché. Pictures use default settings I didn't really check before, the rest should be cachéd for three hours. I can set headers with both .htaccess and PHP.

PNG

HTTP/1.1 200 OK
Date: Sat, 31 Jul 2010 12:46:14 GMT
Server: Apache
Last-Modified: Thu, 18 Mar 2010 21:40:54 GMT
Etag: "c48024-230-4821a15d6c580"
Accept-Ranges: bytes
Content-Length: 560
Keep-Alive: timeout=4
Connection: Keep-Alive
Content-Type: image/png

HTML

HTTP/1.1 200 OK
Date: Sat, 31 Jul 2010 12:46:13 GMT
Server: Apache
X-Powered-By: PHP/5.2.11
Expires: Sat, 31 Jul 2010 15:46:13 GMT
Cache-Control: max-age=10800, s-maxage=10800, must-revalidate, proxy-revalidate
Content-Encoding: gzip
Vary: Accept-Encoding
Last-Modified: Wed, 24 Mar 2010 20:30:36 GMT
Keep-Alive: timeout=4
Connection: Keep-Alive
Transfer-Encoding: chunked
Content-Type: text/html; charset=ISO-8859-15

CSS

HTTP/1.1 200 OK
Date: Sat, 31 Jul 2010 12:48:21 GMT
Server: Apache
X-Powered-By: PHP/5.2.11
Expires: Sat, 31 Jul 2010 15:48:21 GMT
Cache-Control: max-age=10800, s-maxage=10800, must-revalidate, proxy-revalidate
Content-Encoding: gzip
Vary: Accept-Encoding
Last-Modified: Thu, 18 Mar 2010 21:40:12 GMT
Keep-Alive: timeout=4
Connection: Keep-Alive
Transfer-Encoding: chunked
Content-Type: text/css

JavaScript

HTTP/1.1 200 OK
Date: Sat, 31 Jul 2010 12:48:21 GMT
Server: Apache
X-Powered-By: PHP/5.2.11
Expires: Sat, 31 Jul 2010 15:48:21 GMT
Cache-Control: max-age=10800, s-maxage=10800, must-revalidate, proxy-revalidate
Content-Encoding: gzip
Vary: Accept-Encoding
Last-Modified: Thu, 18 Mar 2010 21:40:12 GMT
Keep-Alive: timeout=4
Connection: Keep-Alive
Transfer-Encoding: chunked
Content-Type: application/x-javascript

Update

I've tested Jumby's suggestion and set my CSS's expire to 1 year:

Cache-Control:max-age=31536000, s-maxage=31536000, must-revalidate, proxy-revalidate
Connection:Keep-Alive
Content-Encoding:gzip
Content-Length:4198
Content-Type:text/css
Date:Mon, 02 Aug 2010 20:48:56 GMT
Expires:Tue, 02 Aug 2011 20:48:56 GMT
Keep-Alive:timeout=5, max=99
Last-Modified:Thu, 18 Mar 2010 20:40:12 GMT
Server:Apache/2.2.14 (Win32) PHP/5.3.1
Vary:Accept-Encoding
X-Powered-By:PHP/5.3.1

However, Chrome still claims "explicitly non-cacheable".