Wow! Ok, for a second I thought this was going to be a rebirth of another thread.
I wouldn't actually say that I am Anti-Task Killer, I just think that there is a misconception about them. I do have a problem with the fact that people are being told that they have to have one when the reality is that they really aren't needed.
Most of us are Windows users and we have had it beaten into our heads that anything running draws memory and power away from the CPU, RAM and battery. This is pretty accurate for a Windows device (many other devices too), but Android is Linux based and Linux is designed to run differently. It is designed to manage memory on its own with no outside intervention necessary. When everything is running right, the phone knows what to have running in the foreground and what to have running in the background or just idle. It will actually reallocate memory for an app running in the foreground when it is needed. This is the way it is designed to operate and when it functions this way the phone will run smooth with no lag.
When a task killer is brought into the mix and the user starts killing off apps that they don't want running a very negative cycle begins. First the user starts to become a little OCD with checking to make sure apps are not running. This actually burns battery because they are usually waking the phone when it would normally be sleeping. Next the apps that should have just been sitting idle or in the background have to restart themselves which takes more power, CPU and RAM to accomplish. They are usually killed off by the user shortly after that and then just restart again. Then when the user actually wants to start one of these apps that they have killed it again takes up CPU, RAM and power to get it going again. There is also a problem for many where they kill off apps that are needed to make the whole system run right. This starts the phone on a downward spiral and can sometimes lead to people hard resetting their phone when they didn't really need to.
If the phone is left alone and allowed to run as it should people will see that these apps do not take up that much CPU, RAM or battery. Typically people will also see that their lag problems go away and their battery life improves.
Now, with all that said, this only applies to phones that are running properly and that have apps that are running properly. This is one of the reasons that many people say you should not install a bunch of apps all at one time. If a phone starts having problems, the user needs to be able to look at the apps and determine what the problem might be. If they have installed 5 apps on that day then the suspect is a little harder to find.
The best way to keep an Android phone running fast is to let go and let the OS do what it is designed to. The part that people should be managing is the cache on different apps that are installed. Take a look at Settings > Applications > Manage Applications and there is a list of every app installed on the phone. From there hit the menu button and select sort. This will put all the applications in order of size. Take a look at the largest apps installed. Chances are pretty good that they are storing a lot of cache. This will limit the amount of available memory and slow the phone down. Clear the cache on the apps, but leave the data alone. The data is the more long term info stored for the app (bookmarks in the browser for example). Do take a look at the data though. Some apps, like Slacker radio, don't store information in cache and take up data instead. These apps can quickly grow from 1.7 Mb to 9 Mb with use. A lot of the time the only way to get rid of this bloat is to uninstall and reinstall the app. Also, use the back button instead of the home button when exiting an app. This can close apps or at least move them to the background or idle and free up some memory. Other apps will actually give a close option when using the back button or the menu button.