The thing is, you don't need too.
I know, shocker! XD
Just because an app is alive in the memory does not mean it is running and/or using battery. It's how android is. Now, don't get me wrong, there are some bad apps which will run/drain battery, but I wouldn't keep any app like that on my phone.
Always check though by pressing the menu button to see if an app can be killed (i.e. Pandora radio, etc.) to see if they have an option to exit the app.
Also, task killers are a no-no too, just in case you have one on your phone.
Oh, forgot to say why the apps being open isn't a bad thing, but rather a good thing.
Most apps stay open, but "frozen" in the memory. Being frozen in the memory allows them to be quickly "thawed" and put back into use, saving battery and time by not having to restart the app.
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