Introduction

The correct minimum set of headers that works across all mentioned clients (and proxies):

Cache-Control: no-cache, no-store, must-revalidate
Pragma: no-cache
Expires: 0

The Cache-Control is per the HTTP 1.1 spec for clients and proxies (and implicitly required by some clients next to Expires). The Pragma is per the HTTP 1.0 spec for prehistoric clients. The Expires is per the HTTP 1.0 and 1.1 specs for clients and proxies. In HTTP 1.1, the Cache-Control takes precedence over Expires, so it's after all for HTTP 1.0 proxies only.

If you don't care about IE6 and its broken caching when serving pages over HTTPS with only no-store, then you could omit Cache-Control: no-cache.

Cache-Control: no-store, must-revalidate
Pragma: no-cache
Expires: 0

If you don't care about IE6 nor HTTP 1.0 clients (HTTP 1.1 was introduced in 1997), then you could omit Pragma.

Cache-Control: no-store, must-revalidate
Expires: 0

If you don't care about HTTP 1.0 proxies either, then you could omit Expires.

Cache-Control: no-store, must-revalidate

On the other hand, if the server auto-includes a valid Date header, then you could theoretically omit Cache-Control too and rely on Expires only.

Date: Wed, 24 Aug 2016 18:32:02 GMT
Expires: 0

But that may fail if e.g. the end-user manipulates the operating system date and the client software is relying on it.

Other Cache-Control parameters such as max-age are irrelevant if the abovementioned Cache-Control parameters are specified. The Last-Modified header as included in most other answers here is only interesting if you actually want to cache the request, so you don't need to specify it at all.

How to set it?

Using PHP:

header("Cache-Control: no-cache, no-store, must-revalidate"); // HTTP 1.1.
header("Pragma: no-cache"); // HTTP 1.0.
header("Expires: 0"); // Proxies.

Using Java Servlet, or Node.js:

response.setHeader("Cache-Control", "no-cache, no-store, must-revalidate"); // HTTP 1.1.
response.setHeader("Pragma", "no-cache"); // HTTP 1.0.
response.setHeader("Expires", "0"); // Proxies.

Using ASP.NET-MVC

Response.Cache.SetCacheability(HttpCacheability.NoCache);  // HTTP 1.1.
Response.Cache.AppendCacheExtension("no-store, must-revalidate");
Response.AppendHeader("Pragma", "no-cache"); // HTTP 1.0.
Response.AppendHeader("Expires", "0"); // Proxies.

Using ASP.NET Web API:

// `response` is an instance of System.Net.Http.HttpResponseMessage
response.Headers.CacheControl = new CacheControlHeaderValue
{
    NoCache = true,
    NoStore = true,
    MustRevalidate = true
};
response.Headers.Pragma.ParseAdd("no-cache");
// We can't use `response.Content.Headers.Expires` directly
// since it allows only `DateTimeOffset?` values.
response.Content?.Headers.TryAddWithoutValidation("Expires", 0.ToString()); 

Using ASP.NET:

Response.AppendHeader("Cache-Control", "no-cache, no-store, must-revalidate"); // HTTP 1.1.
Response.AppendHeader("Pragma", "no-cache"); // HTTP 1.0.
Response.AppendHeader("Expires", "0"); // Proxies.

Using ASP.NET Core v3

// using Microsoft.Net.Http.Headers
Response.Headers[HeaderNames.CacheControl] = "no-cache, no-store, must-revalidate";
Response.Headers[HeaderNames.Expires] = "0";
Response.Headers[HeaderNames.Pragma] = "no-cache";

Using ASP:

Response.addHeader "Cache-Control", "no-cache, no-store, must-revalidate" ' HTTP 1.1.
Response.addHeader "Pragma", "no-cache" ' HTTP 1.0.
Response.addHeader "Expires", "0" ' Proxies.

Using Ruby on Rails:

headers["Cache-Control"] = "no-cache, no-store, must-revalidate" # HTTP 1.1.
headers["Pragma"] = "no-cache" # HTTP 1.0.
headers["Expires"] = "0" # Proxies.

Using Python/Flask:

response = make_response(render_template(...))
response.headers["Cache-Control"] = "no-cache, no-store, must-revalidate" # HTTP 1.1.
response.headers["Pragma"] = "no-cache" # HTTP 1.0.
response.headers["Expires"] = "0" # Proxies.

Using Python/Django:

response["Cache-Control"] = "no-cache, no-store, must-revalidate" # HTTP 1.1.
response["Pragma"] = "no-cache" # HTTP 1.0.
response["Expires"] = "0" # Proxies.

Using Python/Pyramid:

request.response.headerlist.extend(
    (
        ('Cache-Control', 'no-cache, no-store, must-revalidate'),
        ('Pragma', 'no-cache'),
        ('Expires', '0')
    )
)

Using Go:

responseWriter.Header().Set("Cache-Control", "no-cache, no-store, must-revalidate") // HTTP 1.1.
responseWriter.Header().Set("Pragma", "no-cache") // HTTP 1.0.
responseWriter.Header().Set("Expires", "0") // Proxies.

Using Clojure (require Ring utils):

(require '[ring.util.response :as r])
(-> response
  (r/header "Cache-Control" "no-cache, no-store, must-revalidate")
  (r/header "Pragma" "no-cache")
  (r/header "Expires" 0))

Using Apache .htaccess file:

<IfModule mod_headers.c>
    Header set Cache-Control "no-cache, no-store, must-revalidate"
    Header set Pragma "no-cache"
    Header set Expires 0
</IfModule>

Using HTML:

<meta http-equiv="Cache-Control" content="no-cache, no-store, must-revalidate">
<meta http-equiv="Pragma" content="no-cache">
<meta http-equiv="Expires" content="0">

HTML meta tags vs HTTP response headers

Important to know is that when an HTML page is served over an HTTP connection, and a header is present in both the HTTP response headers and the HTML <meta http-equiv> tags, then the one specified in the HTTP response header will get precedence over the HTML meta tag. The HTML meta tag will only be used when the page is viewed from a local disk file system via a file:// URL. See also W3 HTML spec chapter 5.2.2. Take care with this when you don't specify them programmatically because the webserver can namely include some default values.

Generally, you'd better just not specify the HTML meta tags to avoid confusion by starters and rely on hard HTTP response headers. Moreover, specifically those <meta http-equiv> tags are invalid in HTML5. Only the http-equiv values listed in HTML5 specification are allowed.

Verifying the actual HTTP response headers

To verify the one and the other, you can see/debug them in the HTTP traffic monitor of the web browser's developer toolset. You can get there by pressing F12 in Chrome/Firefox23+/IE9+, and then opening the "Network" or "Net" tab panel, and then clicking the HTTP request of interest to uncover all detail about the HTTP request and response. The below screenshot is from Chrome:

I want to set those headers on file downloads too

First of all, this question and answer are targeted on "web pages" (HTML pages), not "file downloads" (PDF, zip, Excel, etc). You'd better have them cached and make use of some file version identifier somewhere in the URI path or query string to force a redownload on a changed file. When applying those no-cache headers on file downloads anyway, then beware of the IE7/8 bug when serving a file download over HTTPS instead of HTTP. For detail, see IE cannot download foo.jsf. IE was not able to open this internet site. The requested site is either unavailable or cannot be found.

Website:

The Web Site project is compiled on the fly. You end up with a lot more DLL files, which can be a pain. It also gives problems when you have pages or controls in one directory that need to reference pages and controls in another directory since the other directory may not be compiled into the code yet. Another problem can be in publishing.

If Visual Studio isn't told to re-use the same names constantly, it will come up with new names for the DLL files generated by pages all the time. That can lead to having several close copies of DLL files containing the same class name, which will generate plenty of errors. The Web Site project was introduced with Visual Studio 2005, but it has turned out not to be popular.

Web Application:

The Web Application Project was created as an add-in and now exists as part of SP 1 for Visual Studio 2005. The main differences are the Web Application Project was designed to work similarly to the Web projects that shipped with Visual Studio 2003. It will compile the application into a single DLL file at build time. To update the project, it must be recompiled and the DLL file published for changes to occur.

Another nice feature of the Web Application project is it's much easier to exclude files from the project view. In the Web Site project, each file that you exclude is renamed with an excluded keyword in the filename. In the Web Application Project, the project just keeps track of which files to include/exclude from the project view without renaming them, making things much tidier.

Reference

The article ASP.NET 2.0 - Web Site vs Web Application project also gives reasons on why to use one and not the other. Here is an excerpt of it:

• You need to migrate large Visual Studio .NET 2003 applications to VS 2005? use the Web Application project.
• You want to open and edit any directory as a Web project without creating a project file? use Web Site project.
• You need to add pre-build and post-build steps during compilation? use Web Application project.
• You need to build a Web application using multiple Web projects? use the Web Application project.
• You want to generate one assembly for each page? use the Web Site project.
• You prefer dynamic compilation and working on pages without building entire site on each page view? use Web Site project.
• You prefer single-page code model to code-behind model? use Web Site project.

Web Application Projects versus Web Site Projects (MSDN) explains the differences between the web site and web application projects. Also, it discusses the configuration to be made in Visual Studio.