Don't use a task killer, it'll just mess things up for you. Either uninstall or stop the services you don't want (using the built-in app manager).
Android ~1.6 did have some issues, plus the slower processor and memory meant that the task management didn't really work out like it was supposed to. But it's absolutely not needed on modern Androids.
Unless your provider is anything like mine, Sprint. They load your phone down after each update with apps you don't want (Nascar, Blockbuster, NFL) which cannot be uninstalled without rooting and seem to randomly just appear in running tasks.
Also I've found that a properly-configured task killer can do wonders on battery-starved android phones like the Evo 4G.
Android ~1.6 did have some issues, plus the slower processor and memory meant that the task management didn't really work out like it was supposed to. But it's absolutely not needed on modern Androids.