Sure, there are few things you can do. You can use the no_cache access list to make Squid never cache any response:
acl all src 0/0
no_cache deny all
With Squid-2.4 and later you can use the ``null'' storage module to avoid having a cache directory:
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 no_cache.
Note: the directory (e.g., /tmp) must exist so that squid can chdir to it, unless you also use the coredump_dir option.
To configure Squid for the ``null'' storage module, specify it on the configure command line:
./configure --enable-storeio=ufs,null ...