You certainly do need a task manager on Android for the simple reason that certain types of applications can be battery hogs. They may not tax the performance of the device enough to be killed automatically. I know Android 2.x is supposed to monitor battery usage but it simply doesn't work very well -- or at all in some cases. Subsonic (streaming audio client) kills my phone's battery if I don't kill it manually with a task manager. The app does not include a quit option. It can kill my battery in about 3 hours even if I pause playback because it keeps its connection to the server open. Another app I use, Jabiru (jabber client), does the same thing but it does have a disconnect and quit option so I wouldn't need a third party task manager to deal with it. So it seems to me Android's multi-tasking is largely dependent on the applications you use.
I admit that in the beginning it is a bit unnerving not to be sure what the apps are doing under the hood. My response to suspicious activity is usually to uninstall the app, though.
Some better monitoring device would be useful, but already you can see which services are running, and what has been using the battery. So culprits should be easy to identify and remove, without a task manager.
There are two kinds of background processes in Android (unless it's changed since I last wrote an app, which is possible - that was for OS 1.5).
This article is describing how the main app (the bit you see) functions. When it is swapped out you get an event, then again if they are killed. The OS manages that.
However you can also write services/daemons which are persistent and (as far as I know) not suspended by the operating system. I don't believe they can present a UI but they can communicate with your main app.
These are intended for things like occasional server polling and pushing notifications to the bar. But I don't believe there is any technical restriction on using them for other things.
