I don't know if anyone has tried this but I was browsing xda-developer's forums... xda-developers - View Single Post - Multitasking my ars!
And apparently everyone is getting good results by following this:
"From your Home screen, tap All apps, Go into Developer Options, CHECK Don't keep activities. Press the Home key (Sense will reload). Restart the phone by tapping and holding the Power button until the Options menu appears, then tap Restart. Once back up, go back into Developer Options, UNCHECK Don't keep activities. Press the Home key (Sense will reload again)."
I guess that Restart part is pretty important for it to do anything. Some say it works like a charm, others say it screws up crap. I don't know, try it at your own risk. I don't have my EVO so I can't try it.
That is the same thing they told me to do in an Email when I complained about the multitasking (the third time). I don't see how it makes any sense (no pun intended). What, are we supposed to do all that just once ever? Anytime we reboot? Once a week? Every day? After having used several apps???