I agree, you don't need a task killer.
If you find that you MUST kill an app because it's causing a problem (an app running in the background even though you've closed it, is not necessarily a problem) then you can go into settings > applications > manage applications > running apps, from there you can kill a specific apps.
The best thing to do, don't think about what's running, don't waste your time looking at 'running apps', don't sit around reading up on which is the best task killer.
If there's a PROBLEM, then hunt it down - otherwise let the OS do it's thing. If you find yourself having to kill an app because it's causing a problem, then it's time to seriously think about removing that app and using a different one to accomplish it's task.