Fantastic writeup from Fraser Speirs about iOS's multitasking capabilities and behavior. He goes into great detail about the ins and outs of things and covers all the different scenarios really well.
The problem is this:
If someone tells you that all the apps in the multitasking bar are running, using up memory or sucking power, they are wrong.
I too have heard the "advice" quite a bit recently that users should "clear out" their multitasking tray to "free up" memory and improve performance. This would be bad enough coming from "your buddy who read it on some forum", but apparently there are reports of Apple Genius Bar employees feeding this crap out to members of the unknowing public.
For the last time, (Fraser puts it perfectly):
The iOS multitasking bar does not contain "a list of all running apps". It contains "a list of recently used apps". The user never has to manage background tasks on iOS.
Most iOS developers know this stuff like the back of our hands, but it's important to remember that most of your users have no idea how any of this stuff is "supposed" to work.