I uses the automatic task killer application. It will kill task that you don't want or don't want open after you turn-off the screen, and can help with battery life.
Here is an anecdotal story of how automatic task killer helped me.
One time i was using my EVO to check email using work's MS exchange OWA web page, during a quick break between meetings. For some reason the page only loaded 70% and was stuck, I try couple more time and the same thing happen. By then my break was over and my next meeting was about to start; so I shut-off the screen and headed for my next meeting. 2 hour later I finally had a chance to check my mail again, my phone battery had drop from 80% down to 25%. I quickly realized that while the I had turn the screen off, the phone was still running trying to load the page for me, therefore keeping the internet connection open and draining my battery.
After that incident I started using the Automatic task killer app, and make sure when I shut off the screen, most of the application that doesn't need to be running in the background are automatically killed after a 5 minute delay. For most part only a few application needs to run in the background (Pandora, Map, Navigation, Audible, music, stock, weather, friend stream, clock, calendar, mail, Gmail, and a few other).
Now while i think using a Task Killer can help with you with freeing ram, and improving battery life; Be warn, you must know what you are doing, and must research the topic thoroughly before installing a task killer, or else you might disable core functionalities on your android phone. For example:
1) Kill the clock application will stop your morning alarm from working (found out the hard way after missing a morning meeting)
2) Killing the gmail or mail task will prevent you from getting automatic mail updates
3) Killing stock/weather/friend stream app will prevent you from getting updates.
4) killing messager app will stop all incoming SMS and MMS
...
So if you are an advance user or have the time to learn about the topic, I think task manager/killer can help you. But if you don't know what you are doing, and have no time to learn it, stay away from all task killer/manager apps