As of ggplot2 2.0, the switch argument will do this for facet_grid or facet_wrap:
By default, the labels are displayed on the top and right of the plot. If "x", the top labels will be displayed to the bottom. If "y", the right-hand side labels will be displayed to the left. Can also be set to "both".
Strips can now be freely positioned in facet_wrap() using the
strip.position argument (deprecates switch).
Current docs, are still at 2.1, but strip.position is documented on the dev docs.
By default, the labels are displayed on the top of the plot. Using strip.position it is possible to place the labels on either of the four sides by setting strip.position = c("top", "bottom", "left", "right")
you can now use facet_wrap(~var, strip.position = "bottom"), though for some reason this results in the labels being located above the axis tick mark labels, rather than below (which I think would make more sense), as you can see from my screenshot of a small portion of my graph
If you want to have the label below, you have do to this