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>Modern versions of Windows use a write cache; if you turn it off (in the hard disk properties), you will reduce the chance of corruption (especially if the power fails), but you may also drastically reduce performance in general.
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Just to prevent confusion here...

Windows itself does caching of data, whether local data or remote data. And by "data", when it comes to Windows itself, you can include just about everything, including EXEs, BMPs etc.
Now within that caching Windows also has optional features, the most prominent of which (in my opinion) is "opportunistic locking". It is my **personal** belief that "opportunistic locking" was a good idea that never had a chance to work correctly, and CORRECTLY is what managing data is ALL ABOUT.
I am not aware of any way to turn off Windows caching globally. I think some performance setting can affect how much cache is allocated in RAM. I believe that programs can, on an individual basis, cause cache flushing of specific files. But nothing can turn standard Windows caching off.
"Opportunistic locking" can, on the other hand, be turned off through Registry settings. It is probably a good idea to do so too.

Then there is the "cache" in the HD (and/or HD controller) and this is totally INDEPENDENT of Windows except for Windows' capability to turn write caching on and off.
Turning off write caching on HDs has almost no impact on performance, at least according to MS SQL Server experts who recommend that it always be OFF unless the controller is designed to handle sudden power loss yet retain data.