Caig made his name playing for Carlisle United from 1990 to 1998, some highlights of this time being the penalty saves in the LDV Vans Trophy at Wembley against Colchester United in 1997 and winning the 3rd division championship in 94/95 setting a then clean sheet record. However, in 1998 he was controversially allowed to leave by club owner Michael Knighton before the end-season transfer deadline. He had made 244 league and 40 cup appearances for the club. Caig's departure left Carlisle United without a permanent goalkeeper, circumstances which led to a famous goal by on-loan goalkeeper Jimmy Glass saving the club from relegation. He then joined Blackpool on 25 March 1999 for a reported small fee of £40,000; he was able to establish himself as a regular in the first team, and won a place in the Carling Opta Division Two "Team of the Week" in October 1999. He made 49 league appearances and 12 cup appearances in his two-year stint at Bloomfield Road, during which time he was sent on loan to Charlton Athletic, before signing for them permanently in 2001. However, he was to make just one Premier League appearance for them against Derby County before moving to Scotland later that same year to join Scottish Premier League club Hibernian. Although not a regular starter and made 16 appearances in 18 months at the club. In January 2003 Caig moved back to England and joined Premier League club Newcastle United. However, he spent three years at St James' Park without making a first team appearance, being backup to longtime goalkeepers Shay Given and Steve Harper. He spent a short loan spell at Barnsley and in 2006 he signed for USL First Division club, Vancouver Whitecaps in Canada on 13 April 2006. He made his first appearance for them on 14 May 2006. With the Whitecaps he won the 2006 USL First Division Championship, when they beat Rochester Raging Rhinos 2–0 in the Play-offs Final. He also kept eleven clean sheets, and in doing so broke Mike Franks' record of ten clean sheets in 2003. On 20 June 2007, the Whitecaps announced that Caig would be returning to England for personal reasons despite having signed with the Whitecaps through the end of the season. He had played a total of 39 games for the Whitecaps. He signed on amateur terms with SPL club Gretna in October 2007 after a long running transfer saga. The SPL had initially objected to Gretna signing Caig because he had still been under contract with Vancouver at the closure of the summer 2007 transfer window. Caig played nine times for Gretna in the league and cup in a short spell and also served as a goalkeeping coach. He then moved to Houston Dynamo in January 2008, where he was to serve as cover to Pat Onstad. He made his Dynamo debut on 6 April 2008 as a substitute after Onstad was injured. Due to Onstad's injury, Caig played again on 9 April in the 2008 CONCACAF Champions' Cupsemi-final 2nd leg against Costa Rican club Deportivo Saprissa, Caig then played other MLS and Concacaf Champions league games before returning to the UK at the end of that MLS season. On returning to England he signed for Chesterfield on a short-term deal. After leaving Chesterfield, Caig signed a deal to join Workington A.F.C. in the Conference North to team up with former Carlisle teammate Darren Edmondson, now the manager of Workington.
Coaching
Caig started coaching Carlisle United's goalkeepers while still playing for Workington where he won the Non league Goalkeeper of the year award for 2009/10 and also the Reds player of the year award and National supporters award in helping Workington to a 4th-place finish. Carlisle then entered negotiations with Workington to allow Caig to combine his coaching duties with serving as an understudy to current first choice goalkeeper Adam Collin. During the 2014–15 season he was, alongside Paul Thirlwell, made Caretaker Manager for 4 games following the dismissal of Graham Kavanagh as manager. After an injury to first choice goalkeeper Mark Gillespie in September 2014, Caig was re-registered as a player to provide cover for backup goalkeeper Dan Hanford. He was allocated the number 29 shirt. On 2 June 2015 Caig signed for Hartlepool United as a goalkeeping coach, the same role he held at Carlisle United. Caig left Hartlepool United in January 2017 due to a change of management and took a role at Newcastle United FC Academy coaching the 12-16 Keepers, then in June 2017 Caig left Newcastle and took the Bury FC Head GK Coach job to assist Lee Clark and Alan Thompson in League 1.
