In short, No - do not use a Task Killer!
If you take nothing else from this thread and just heed the above, then this has been worth it.
Seriously, to a certain extent, they weren't needed on Eclair (2.1) and they were definitely not needed in Froyo (2.2). Android is designed to be its own task killer, just let it do its job, it is pretty good at it. Just because you see an app held in RAM, that doesn't mean it's taking up battery. I hear things like "I use it to free RAM to make my phone faster/make XXX run better". If Android needs more RAM, it'll free it of its own accord as and when required. If you notice your phone acting sluggish, reboot. If it's consistent, check what's taking up CPU usage and if it's an
app you've installed, uninstall. If it's one of the stock apps, post in your phone's sub-forum, I'm sure someone will be able to help.
If you want more info on why Task killers are not required, you can look
here. If you want a more technical overview of how Android manages tasks, take a look at what google have to say about the matter,
here.