I've read a lot of articles that suggest that multiple n-back exercises[1] work well to extend the working set of short-term memory. I've been using Brain Workshop [2] for a few weeks to test it out, and I've certainly noticed an improvement in my performance scores from doing the exercises - I suppose I'll see in the near future whether there's a noticeable impact in my ability to "cache" information in practical contexts.

[1] http://en.wikipedia.org/wiki/N-back

[2] http://brainworkshop.sourceforge.net/