disabling page caching, yes or no

Hello, I'm trying to build the first page to a database driven website. The first thing I'm trying to do is detect if cookies are enabled on the users browser, and then, via a header(location: mysite.php), redirect the user to either a cookie supported page, or cookie unsupported page. I will use sessions, in some form or another on each. My concern is that this first page, or any following page, not be cached. In the #php channel, it was said, or I understood from what was said, that by default, php pages aren't cached. It was also mentioned that I should make each url unique by using time() or uid of some kind. In the php manual, under Header(), it listed four ways to disable caching. they are: header ("Expires: Mon, 26 Jul 1997 05:00:00 GMT"); // Date in the past header ("Last-Modified: " . gmdate("D, d M Y H:i:s") . " GMT"); // always modified header ("Cache-Control: no-cache, must-revalidate"); // HTTP/1.1 header ("Pragma: no-cache"); // HTTP/1.0 Should I be concerned about page caching? If so, should I use one of the header() statements, a combination of header() statements? Can I use a combination of header() statements? The first page can't have a unique url. The following one would be unique by use of sessions I would think, but that may not keep them from being cached, would it? Any direction would be of great help to me. Thanks