[myTouch 3G Slide Q&A, Help & Troubleshooting] fl_jeep:
Jerzeeloon is right, but I'm going to add some detail since you said you were new to Android.

1. Why does it seem like there are a bunch of things running on my phone that I don't want running or ever use?

THERE ARE.

Is there a way to kill them like with Task Manager on WinMo?

SORT OF. ASSUMING YOU HAVEN'T ADDED ANY OTHER TYPE OF MANAGEMENT APP, YOU CAN USE ASTRO WHICH IS PRE-INSTALLED. OPEN UP YOUR APP DRAWER AND SELECT ASTRO. ONCE OPEN, HIT THE PHYSICAL MENU BUTTON AND SELECT TOOLS, THEN PROCESS MANAGER. FOR NOW, I WOULD ONLY USE THE APPS TAB AND YOU CAN CLOSE OUT RUNNING SERVICES THIS WAY. YOU CAN ALSO DOWNLOAD ADVANCED TASK MANAGER OR ADVANCED TASK KILLER WHICH WILL ASSIST IN THIS PROCESS. BOTH ARE GOOD, TRY THEM AND CHOOSE WHICH YOU LIKE BEST. MANY SERVICES MAY BE RUNNING THAT SEEMS TO BE NON-USED, BUT ARE ACTUALLY WORKING WITH SOMETHING ELSE OR ARE RUNNING IDLE OR IN BACKGROUND.

2. Is there's a setting that stops things from always being connected and draining battery?

WHILE A FANTASTIC PHONE, THE SENSE USER INTERFACE AND TMOBILE BOTH RUN MANY APPS THAT WE INDIVIDUALLY MAY NOT WANT OR USE. FOR INSTANCE, I USE HANDCENT FOR TEXT AND K9 IN PLACE OF THE STOCK MAIL (NOT GMAIL). SO I GO TO SETTINGS-APPLICATIONS-MANAGE APPLICATIONS AND ENTER INTO THESE APPS WHICH I DON'T USE AND IF THEY ARE RUNNING, HAVE A 'FORCE STOP' OPTION. AS LONG AS ANOTHER APP ISN'T SOMEHOW USING IT OR YOU'VE SET DEFAULTS TO A DIFFERENT APP, THEN IT SHOULD STAY CLOSED/NON-RUNNING. I ALSO DID THIS WITH FRIENDSTREAM, PEEP, FACEBOOK, ETC WHICH I DON'T USE ON THIS PHONE. YOU SHOULDN'T REALLY NEED TO USE A TASK MANAGER VERY OFTEN. YOU'LL GET DIFFERING REPORTS FROM USERS; SOME SAY THEY 'END ALL' SEVERAL TIMES DAILY, SOME SAY THEY NEVER USE IT. I PREFER SOMETHING IN THE MIDDLE THOUGH I NEVER 'END ALL'. THIS JUST FORCES ALL THE APPS THAT NEED TO BE RUNNING TO RESTART WHICH IS NOT USUALLY NECESSARY. MORE LATER...

Amazon mp3 store I didn't even ever open and I see it in Running Services. How is that possible? Maybe I'm not understanding something?

I'M PERPLEXED BY THIS, TOO. BUT I'M NOT A DEVELOPER OR CODER, SO WHAT DO I KNOW?

3. When you back out of an app, is it closed? Or still running?

FROM WHAT I'VE READ, SOME APPS WILL CLOSE WHEN YOU BACK ALL THE WAY OUT. SOME WILL CLOSE WHEN YOU LEAVE THE APP (BY HITTING HOME). SOME WON'T CLOSE AT ALL; WHICH IS THE "MORE LATER". THIS IS THE SCENARIO THAT I USE TASK MANAGERS (TM). IF I'M IN AND OUT OF MULTIPLE APPS IN A PORTION OF DAY, I MAY OPEN UP A TM AND CLOSE SOME OF THOSE APPS, I.E. MAPS, ASTRO, TASK MGR, HANDCENT, ALOQA, ETC. BE CAREFUL TO NOT CLOSE OUT APPS THAT ARE SET UP TO SYNC, LIKE YOUR MAIL APPS.

4. Any way to COMPLETELY delete certain apps from the phone?

NOT THE PRE-INSTALLED ONES. STOCK-ANDROID IS THE SAME AS LINUX ON YOUR PC. HAVING A CUSTOM UI IS AKIN TO WHAT COMPANIES LIKE REDHAT TRIED TO DO WITH AN OPEN-SOURCE OS. SO WHILE THERE ARE MANY NICE FEATURES, APPS, WIDGETS, ETC PRE-INSTALLED, UNFORTUNATELY YOU DO NOT HAVE THE ABILITY TO UNINSTALL THEM...YET. THIS PHONE WILL BECOME ROOTED. THIS WILL GIVE YOU THE OPTION OF ADDING CUSTOM ROM'S WHICH WILL ALLOW YOU DIRECT CONTROL OVER WHAT IS ON THE PHONE. THE NEXT THING WE ARE WAITING FOR IS THE NEXT OTA UPDATE, FROYO (2.2). THIS WILL BRING THE ABILITY TO RUN APPS FROM THE SD CARD (APPS2SD) WHICH WILL KEEP THE INTERNAL ROM MEMORY SPACE MOSTLY FREE. FOR ME AT LEAST, THIS WILL HELP ALLEVIATE THE CONSTERNATION I HAVE TO NOT BEING ABLE TO REMOVE THE BLOATWARE. FOR NOW, CHECK OUT WHAT IS ALREADY ON THERE AND IF THERE IS SOMETHING YOU LIKE, SEARCH THE MARKET TO SEE WHAT OTHER SIMILAR APPS ARE AVAILABLE. I WILL TELL YOU THAT THE ONLY ADD-ON APP I HAVEN'T "REPLACED" WITH SOMETHING ELSE IS THE SENSE WEATHER. AS I MENTIONED EARLIER, I USE HANDCENT FOR SMS, K9 FOR OTHER MAIL, SEISMIC FOR TWITTER, ADVANCED TASK MANAGER, SHOP SAVVY FOR BAR CODE, DOLPHIN FOR BROWSER, AND NEWSROB FOR RSS.