Different dev's do different things. The official way is to play nicley and use HTTP headers. Google for http heads and caching issues and you should be fine to continue on your own way.
However some browsers just ignore you so if im developing in a live environment, i use version numbers to ensure everyone gets the latest file. So you might call your original "something.js?v=1.0". Make a small change then change it to "?v=1.1".. you get the idea. Because the link is different, it should completely ignore caching in most cases.
I tend to use both methods just to be as sure as possible