I have just got my phone, but I have been using it heavily. I do not use a task killer much, but I have on occasion (after using many HEAVY apps, while using slacker radio etc) things can slow down. I simply opened my system panel application and closed everything, then things reopened that needed to and all was better.
I have decided I dont need to- and probably shouldn't- use a high profile task killer, but having the system panel application (that also functions as a task killer) handy on a home screen is a good thing.
Application used: SystemPanel Lite (free)