HTTP Headers
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I ran an independant SEO test that recommended I do the following:
Missing Header: Cache-Control header missing, should be presentMissing Header: Content-Length header missing, should be presentMissing Header: Content-Encoding - why don't you try using gzip or deflate?Missing Header: Expires header missing, should be presentMissing Header: Last-Modified header missing, should be presentIs any of this necessary?
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Nope, not really.

What was the test?
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Some of those headers might help you serve your page faster.  They might  save you and your users some bandwidth.
I guess if you think that page load time is super important (most say it's a small factor) then you could argue those are important for SEO but genrally speaking Marcus is right.