I have always believed that this is true with task killers. Android software is unique because when you aren't using an app, it stays open, but idle, so it doesn't waste anything.
For useful apps: You should start by what is already on your phone. There is a widget that comes stock called "Power Control". Add this, and you can control your screen brightness, bluetooth, wifi, GPS on/off, and the ability to sync apps (Facebook/Twitter/Google contacts). Other than that, there are a lot of things that are useful on the Android Market, you just need to know where to look for them. Start searching and browsing, and you can find some pretty useful ones like different screen brightness widgets and phone battery apps.
As for widgets: You really just have to look around the Market or the Amazon App Store. The Market has a section for popular widgets and utilities. Start installing and testing... it's the best way to learn about new features. Personally, I use widgets like the Android Central App, The Huffington Post, Tweet Deck, and AlarmDroid.
I really hope this helps!