The Desire HD come with android 2.2 as standard. Task killers effectiveness has significantly been reduced with enhancements to the os. Aside from the fact that the task killer is always running monitoring your system looking for things to close (and using your battery) killing process can have negative effects on the applications killed. Android 2.2 knows how to deal with low memory, rogue processes and will do so in a manner which will allow them to be restarted properly.
One of the apps I installed which improved my battery was timerrific. Effectively a profile manager that changes bluetooth, wifi, screen brightness, airplane mode based on time of day.