Several links about how to minimize cache misses.
Be nice to your cache - short introductory post
Gallery of Processor Cache Effects - a profound article
Pitfalls of OOP - very popular slides
At Least We Aren’t Doing That: Real Life Performance Pitfalls - slides+audio about performance optimization
You'll find more if you google "cache-aware" and "cache-oblivious".
But beware the premature optimization. :-)