I still have a Task killer, not auto but still have it and use it once in a while. I might have an issue with an app and no way to force close it so I'll go into a task killer and kill it then start the app again, easier then rebooting the phone.
I rarely use it but still use it here and there. For example, Mvideoplayer had issues and I could not close it but could go to the home screen. Ended up using task killer to kill it and restarted the app and no issue. But I NEVER kill all apps.
Anti-Virus is not needed. As long as your downloading from trusted source and the market, you should be fine.