They're worth keeping to save battery.
Programs use a line of code that calls an exit when it is done running the rest of its given task. Plus Android is linux based which means when something in the background isn't being used there are no CPU cycles going to it and I believe the kernel/operating system pulls all but the required amount of memory to keep it running and uses it elsewhere.
So using a task killer does nothing PLUS now that you have a task killer running in the background killing un needed tasks it is using memory and cycles itself therefore doing more bad then good.
All in all if you just back out of a program like browser using the back button or the home key the program in question will close as soon as it is done doing what it needs to do.
If you guys want a built in alternative to a task killer open your program list hit menu filter then hit running and that will show everything that is running in the background and if you click on an application your can hit force close and that will close it.