There are apps that don't play nice and keep on running after you've stopped using them. In my opinion, killing running processes to free up memory is unnecessary, but if you have an app that just won't stop using up cpu cycles, then you need to kill it.
If you've downloaded Astro File Manager, it has a process manager (menu/tools) that will show you a constantly updating list of all the processes and %cpu usage. You can watch an app that you've quit to see if it is cycling. I'm watching Android System right now and see it go from 0 to 1 to 8 and back to 0. I had an app I downloaded that ran constantly and used up a lot of cpu cycles even after I had quit and this utility let me find it and force close. I decided to uninstall that one so it wouldn't happen again.
In short, I don't think you need to use a task manager to do any automatic stuff, just keep watch on new apps you download to see if they're going to play nice, and if they don't, decide if you want to keep them or not. That's how I'm going to approach it anyway.