When did volatile memory stopped using electrical power to store information? The more apps you have running the more power it's going to use. Sure it might be picowatts but still is wasted power. Then there are several apps out there that use GPS, CPU cycles, or the radio in the background. There are many that are buggy still and can have memory leaks.
If your sure of everything you have is running good then you won't need a task killer. But when I see the market place saying every app I have has an update available, I'll be sure to keep ATM installed.