Task killers with Froyo? They don't work, so I quit trying to use them!
That's good

They aren't recommended from 2.1 onwards really. Android is designed to clear apps out of memory on it's own too, so it's not
unheard of people's launcher being closed that way.
Well, they (launcher pro, adw, and live home are about the same) don't take as long to populate the list after the first run, but they still take longer than sense.
Hmm. That doesn't really fit my theory then, since it doesn't sound like they are being shut down.
I've been curious about that cyanogen, and other custom roms which get mentioned here. I have rooted my phone with Unrevoked, which is also referred to as a custom rom, and I'm wondering if Cyanogen serves the same purpose, the same plus more, or whether it is something entirely different which may somehow run in tandem with the Superuser roms.
I don't own your phone or have any experience with your selection of custom ROMs, so maybe there is a rom called unrevoked, but I would wager there isn't.
At the moment you're running the stock firmware, right? Unrevoked is just a tool, available for many different phones, that grants you root access. Once you do have root, superuser is just an app that allows you to grant/deny other apps root access (think of it as a security measure). So you're still on the stock firmware at the end of the day. That's the most basic level of rooting.
Custom roms are where you replace the firmware entirely with something a rom developer has created. They are often heavily tweaked/optimised and come in lots of different variations. For instance, you can keep HTC Sense, go for stock android or even try out MIUI (which is another UI like HTC Sense and quite popular). They all come pre-rooted too, of course.
Cyanogen is just one specific custom rom, although it's one of the oldest and most popular and is available for lots of different phones. It's based on stock gignerbread, but is pretty customisable. One tweak includes the ability to lock your launcher and SMS app in memory and stop android killing it.