Your right, some proxies simply ignore the Cache-Control directive. In some cases even Google Chrome handles this directive poorly, as it will serve a cached version when you use the back/forward-buttons between pages no matter what cache directive you give the image. IE and FF are flawless in this regard.

Feel free to suffix the URL with a random get-varaible, as this wont affect the service more then ensuring that proxies and cache hungry browser are less likely to cache the image.