Task managers are generally not worth running regularly. There are some situations where they are useful (for example, I use Seesmic for Twitter and if it doesn't close it will only load the newest tweets, so my timeline will go up to like 1 or 2 hours ago and then jump to 12 hours ago from the night before.. if I kill the app and scroll down it will reload the ones in the middle).
To answer your question, however, long press on home shows you your six most recently opened apps I believe. Some apps will actually quit and not show up in a task killer but still be on long press home. Also, if you kill an app and then long press home I think it still shows up there, though I could be wrong. Anyway, in general, I don't recommend worrying about it a whole lot. Being OCD about it really doesn't serve much purpose, and I found that running a task killer app seems to slow the phone down more than the apps do.
