http://androidforums.com/sprint-htc-hero/26997-task-managers-your-hero.html
It's stickied already, but it seems like a lot of people haven't read it.
I had to adapt from being a windows user. I still have ATK installed but I only use it to kill things like the Browser and Shopsavvy (sometimes keeps my GPS on) when they aren't closing on their own. Also it bothers me to have to hit the back button 7 or 8 times to get out of the browser properly.
The key here is that I ALWAYS kill the ATK process as well when I'm done. Nothing wrong with having it for control, just don't add ATK to the ignore list and let the phone manage itself 99.9% of the time.