then it stays open, sucking up your battery.
Something sitting in memory doesn't really suck up battery power. The memory takes up the same amount of battery power if there's something stored in it or not. It's all 1's and 0's. It "costs" the same amount of battery power to store either one.
However, if the program is using CPU then it is using battery power. So, if the browser is stuck loading a page forever then it is a problem. A task killer itself is a problem. It uses CPU to kill idle tasks. Those idle tasks were using hardly any CPU but now that they need to start up again, they will use CPU.
The bottom line is don't install stuff that runs on startup if you can help it. This includes automated task killers, antivirus, widgets, etc. Don't worry about stock programs that run on launch. Don't worry about programs you use sitting in memory. Automated task killers treat the symptoms, but the real problem is programs that people install that run in the background for no good reason.
Please feel free to correct me if I'm wrong about any of this.
Well, something sitting in memory won't drain the battery too much, but it does eat a little power to keep it stored in memory. Mind you, not like "OMG, recharge me now." level of drain, just a tiny sip to just maintain memory state. However, an ACTIVE web page, like one that will have the scripted Advertisements, would, technically keep 'loading' or pulling information as the advertisement script is loading new content.
If you are a heavy IMer type person, like Talk, or AIM or whatever... Those literally run in the background, pinging that you are 'on' or 'active' and looking for new messages just like mail.