Just tap the Back button to close tasks. You don't want to use a task killer, here's why:
I develop Android apps so I though I'd explain why a task killer isn't needed on an Android system.
Activities
Android apps use activites to preform tasks. For example, if you use a file manager to send a picture via email, the file manager calls the send activity within an email app, passes the file name to it and the email app sends the picture.. not the file manager. This will result in seeing the email app as "running" even though the user didn't actually launch that email app.
Smaller apps
Using activites helps developers design smaller apps. A file manager app that contains every bit of code needed to do everything a file manager does would likely be so large that no one would want to install it. Developers know that an android phone more than likely has an email app so there is no need for the developer to include email code in his/her file manager to send a picture when he/she can call an activity in an existing email app to do the job. This results in a smaller file manager app since there is no need to include email code or any other code for an activity that can be done via an app that is already present on the phone. This also alleviates redundant code. When you install an app outside of the android market, also known as sideloading, the file manager app calls the package installer (already present in Android) to install the requested app.
Running apps vs. cached apps
The "Manage Applications" list included in many android devices lists running apps as well as cached apps. Cached apps don't use any CPU or battery, they're cached so they will load faster the next time you need them. Killing cached apps results in those apps requiring more time to load the next time they are launched.
System management
By default, every android application runs in its own Linux process. Android starts the process when any of the application