Hopefully to end this thread:
Any phone running any application that uses resources will drain your battery. Depending on what resources are accessed and what it is doing it can drain more or less. Some run in the background, others are active, others just can't be closed because they have a system use.
Like Windows Mobile devices without task killers, when you "X" out an application, it does not mean that you closed the application. It would be "minimized" to the background and running. "Out of sight, out of mind"
Task killers access most if not all running applications, active or background and sometimes even system processes depending on the task killer you use. Some of these processes are shared between applications. So when you kill one process, you can essentially stop many applications from functioning. This is where error messages can pop up.
So while task killers can save tons of battery life, its essentially "kills" the functionality of your phone. If you bought the Evo, its because of what the phone itself can do. Granted you would much rather have the application actually close when you hit the "back" button on the Evo but not all applications close out. So they will sit there killing your battery.
So what it boils down to is: do you take the better battery life or applications crashing, error messages or having to do a full wipe on your phone back to stock? If you are tech savvy and like messing around with your phone, by all means use your task killer and find out through trial and error what applications you can kill without causing problems. It will improve your battery. If you don't know what you are doing, know that using task killers can cause problems with your applications and cause random problems.
So if you are not sure what any of this meant, don't use task killers and get another battery or carry a charger. Those who feel comfortable troubleshooting and reflashing your phones, etc you can use a task killer. It's your phone.
Task killers are the CTRL ALT DEL of Android phones. Thats one way to put it. If you CTRL ALT DEL anything and everything you will eventually screw something up on your PC. Same thing for Android.
Like what 81_ said. If you just restart your phone every day, it will do the same thing without any issues.
<3