This is straight out of the Squid FAQ:
Can I make Squid proxy only, without caching anything?
Sure, there are few things you can do.
You can use the cache access list to make Squid never cache any
cache deny all
With Squid-2.7, Squid-3.1 and later you can also remove
all 'cache_dir' options from your squid.conf to avoid having a cache
With Squid-2.4, 2.5, 2.6, and 3.0 you need to use the "null" storage
cache_dir null /tmp
Note: a null cache_dir does not disable caching,
but it does save you from creating a cache structure if you have
disabled caching with cache. The directory (e.g., /tmp) must exist so
that squid can chdir to it, unless you also use the coredump_dir
To configure Squid for the "null" storage module, specify it on the
configure command line: