Steve, while you're developing your site it's best to untick all the cache settings and leave them off. Caches make the site faster for your users, but as you only have a few at this time, it's recommended that you leave the cache settings off as shown in the report.
You will still have to clear the cache after making changes to any code even when they're off, but I find it's usually the Browser cache that causes issues. I have a Chrome plugin that allows me to clear the browser cache any time I like without having to go to admin and it fixes most problems.
If you don't clear your cache's, the script may not show your recent changes and for a programmer, that's a real pain.