How do I set expiration headers for CSS, JS, and Images?

Update your Apache configuration to include the directives below as part of your core configuration:

# 
# associate .js with "text/javascript" type (if not present in mime.conf)
# 
AddType text/javascript .js

# 
# configure mod_expires
# 
# URL: http://httpd.apache.org/docs/2.2/mod/mod_expires.html
# 
<IfModule mod_expires.c>
    ExpiresActive On
    ExpiresDefault "access plus 1 seconds"
    ExpiresByType image/x-icon "access plus 2692000 seconds"
    ExpiresByType image/jpeg "access plus 2692000 seconds"
    ExpiresByType image/png "access plus 2692000 seconds"
    ExpiresByType image/gif "access plus 2692000 seconds"
    ExpiresByType application/x-shockwave-flash "access plus 2692000 seconds"
    ExpiresByType text/css "access plus 2692000 seconds"
    ExpiresByType text/javascript "access plus 2692000 seconds"
    ExpiresByType application/x-javascript "access plus 2692000 seconds"
    ExpiresByType text/html "access plus 600 seconds"
    ExpiresByType application/xhtml+xml "access plus 600 seconds"
</IfModule>

# 
# configure mod_headers
# 
# URL: http://httpd.apache.org/docs/2.2/mod/mod_headers.html
# 
<IfModule mod_headers.c>
    <FilesMatch "\\.(ico|jpe?g|png|gif|swf|css|js)$">
        Header set Cache-Control "max-age=2692000, public"
    </FilesMatch>
    <FilesMatch "\\.(x?html?|php)$">
        Header set Cache-Control "max-age=600, private, must-revalidate"
    </FilesMatch>
    Header unset ETag
    Header unset Last-Modified
</IfModule>

You can put this in your htaccess:

<FilesMatch "(?i)^.*\.(ico|flv|jpg|jpeg|png|gif|js|css)$">
ExpiresActive On
ExpiresDefault A2592000
</FilesMatch>

OR

<FilesMatch "\.(jpg|jpeg|png|gif|swf|css|js)$">
    Header set Cache-Control "max-age=604800, public"
</FilesMatch>

It will target files with those extensions (ico, flv, jpg and so on) and set the Expires header to be access time (A) plus 30 days (2592000 seconds). You can also add this at the server level if you have access to that.