I'm semi-new to Android (I have the Éclair port for Touch Pro - and have played around with friends' G1s), but I too still find it hard not to "kill" an app to free memory, but it should be fun to try without!
If I install a 3rd part app to manage something (say K-9 Mail), would it be wise to let the OS still run Gmail in the background constantly? Or does K-9 access that specific "app" in order to run. Basically, would it be wise to kill something I don't need? Or just let Android do it for me?
EDIT: This is somewhat a bad example, if anything from Google or android. are running, usually, don't kill them -- but think in a more broad term (I can't think of something at the moment). The link posted below answered a lot of my questions. For those that are new to Android, I suggest reading it.
I also discovered this link: