You are just wasting your time.
Stop even looking at what's running and let Android do it's job.
Android Developers Blog: Multitasking the Android Way
this is not android "doing its job", and you are not wasting your time. That has to be the most deflective, ignorant response i have seen to this very commonly asked question. just because android is capable of multitasking, doesnt mean it is something that it MUST do. there is no problem with someone not wanting something to run in the background that they never use. these phones are very expensive and users have every right to inquire and be concerned with what is going on with their phone, especially if it is affecting their phone's performance or battery life.
This is the beauty of having android for an OS. If you want to eat everything the official Android evelopers feed you and allow your phone to run you, as opposed to you running your phone, than buy an iphone and let Steve Jobs tell you how to breathe. Android is for free-thinking users who want control over a device they paid a lot of money for. Android gives the user the power to control these types of things, given the user has the proper knowledge. Rooting expands that power even more. Of course some things are risky, but not if you do your research, only impatient people who dont read up on things are the ones who really mess up their phones. The major complaint from IPhone users is how they have absolutely no control over their OS and what is going on with it, the phone thinks for them and it makes them feel like Apple owns them. SO you're telling me that if someone has the ability to facilitate their OS and what it is doing behind their back, that they should just ignore it and go along with whatever it does? Incorrect.
To answer your question, if you root your device you can delete some stock applications that come with the phone (use caution, deleting some can mess things up, but there are some useless ones that can be deleted. based on your device, there should be a list on some of the modding forums that tell you which are safe and which are not).
www.modmymobile.com,
www.xda-developers.com,
www.modaco.com are good places for reference for things like that. XDA would be best for an HTC device like the EVO, but keep in mind its a brand-new phone, so there wont be as much info available on it as opposed to previous devices.
There are also applications for rooted phones that will close unused apps once your memory drops to a certain point, to prevent phone-lag and force closes.
if you are not rooted, you can use an app like "startup auditor" that automatically detects apps that open on their own and stay open in the background. it EFFECTIVELY stops them from opening, and keeps them closed, unlike a task killer where either you have to constantly do it manually (which is virtually ineffective, or just kills apps in time intervals but never actually keeps them closed. Again, with startup auditor, there is a good amount of things you can keep closed, but there are some apps that you should leave a lone or you will mess things up (do some research, or ask on a forum).
All in all, in regards to your concern, task-killers are obsolete, and pretty much useless/ineffective...but there are certainly effective methods to go about controlling your phone's virtual memory/battery usage.
Sorry for running on, but it irritates me when someone asks a good question and gets treated like an idiot. If I had listened to/thought like people like "lexluthor" when I first started using Android, then I never would have learned 1/4 of the stuff I have learned about how to enhance my Android experience...and believe me, theres a lot to be learned and enjoyed. Like when I had no idea what rooting was, and whenever I asked people were like "if you dont know, then you probably shouldnt even do it". what the hell kind of answer is that, it doesnt contribute to the community whatsoever. I ignored and kept goign with it. I went from knowing nothing about Android to becoming a developer, just from the helps of forums and blogs. If youre going to give answers like that then dont even bother responding.