DD hiccups a lot, she is currently 4mo and she's been hiccuping since she was in the womb.
I read somewhere they get hiccups when their temperature changes (e.g. Nappy change or bath time), I don't know how true that is, but there seems to be a correlation with DD getting hiccups when we're on our way back from a nappy change (which happens in the slightly cool spare room at the back of our house).
We find that a bit more milk often helps clear her hiccups up. Until recently she didn't seem to notice them at all, now she appears to be mildly irritated by them so are we.