I have some apps that I cant kill, everytime I go to my task killer bbc, footprints, peep, and stocks are open, as well it ignores ones that open naturally such as mail, gmail, messages, weather... things that are needed for operation of the phone.
Backing out of most apps will kill them, but even some, such as Dolphin if you use the exit and clear cache option it stays open. I find it much easier after I do a round of checking things -- running the browser, listening to music, checking phandroid etc its easier just to kill everything that is open rather than going to each and backing out.
My phone runs pretty smooth when it has a low amount of apps installed and the stock sense. I reset my phone to default every couple weeks because it seems to start to run slow even if I clear cache and task kill everything.
Last time I did this I installed half the constantly running apps, such as sms popup etc, and I stopped using GDE, I feel there is a memory leak in GDE on 1.5 that gets worse as time passes.
I personally feel that the phone runs better with one. Its quicker to kill tasks, you don't have to pay attention to backing out instead of hitting home, and I have *not* noticed android caching whatever apps it wants, it is only the core apps I listed at the top. When I kill everything it only insists on opening stocks, peep, footprints, and BBC -- even though BBC is set to sync articles 0 times a day when not in use.... and all of those apps only equate to 5 mb of ram.