On Windows Azure everything including bandwidth has a price tag, but don’t be alarmed. The price tag isn’t that steep.
The important thing to remember on the cloud, is that we’re talking about economies of scale. This also means, that the cost of operation grows along with the scale and reach of your application.
Setting Cache-Control on publicly accessible Windows Azure Blobs can help reduce bandwidth by preventing consumers from having to continuously download resources. Additionally, it will greatly contribute to creating a more responsive end-user experience.
Cache-Control allows you to specify a relative amount of time to cache data after it was received. It’s mostly recommended when you need control over how caching is done.