when you exit programs, instead of clicking home, just click back until you get to homescreens. that exits the program instead of having it run in the background. do not use task managers to do this! if your launcher (home screens) are lagging, then try using a new launcher. theres many you can use, some big ones are launcher pro, adw, go launcher.... they keep going on and on. i use adw ex currently but i have also used launcher pro.
Also, try downloading Spare Parts from the market. Then set Memory Management to "Aggressive." I also set my window and transition animations to "Fast."