If you're looking to wring better surfing performance from Firefox, there's an extension called Fasterfox that will let you delve into some of the more arcane caching and prefetching options resting beneath the surface of Mozilla's browser. Don't worry, for the less technically inclined, it also provides a simpler set of options for those that want to fire and forget.
Fasterfox, developed by the interestingly named "RsCcman Production", is available for download from Mozilla's add-on site. Once installed, you'll need to head to the Add-ons section of the browser and hit Fasterfox's "Options" button. By default, it'll be set to the highest mode, called "Turbo Charged/Strong", though you can reduce the level of caching and prefetching if you find pages aren't loading properly -- or at all.
For adventurous types (and those with generous quotas), you can enable "Enhanced Prefetching", which will download links in the background while you browse, effectively pre-empting your clicks. This will make browsing snappier, at the expense of potentially wasting bandwidth if you frequently jump between unrelated sites.
You can also hit up the "Custom" speed setting, which opens up fine-grained control over timings, connection numbers and other performance-related variables. It's definitely not for the faint of heart, but you can always reset to the defaults if you break something.