Home: Menu; Settings; Applications; Manage Applications; Running
Be careful and don't try to stop "stuff" that your phone needs to run. Some stuff just turns itself right back on though
Too bad "task killers" isn't censored like the word "root" on these forums as they do even more harm than good. Most of what you see has very little impact on the battery and constantly killing services that will just start back is going to get you nowhere. Adjusting individual app settings is much more effective.