Not sure if these are the best of their breed but a couple of things I've installed are,
APN lock (CHR)
APN Backup & Restore
Visual Task Switcher
Tag Home.
Android Assistant.
I've also rooted my phone, but not done much with it, and installed a few scripts to allow me to easily switch write access to the system partition on and off.
Of the above the one that does the most good is probably the APN lock which simply changes the name of data carrier so you can stop your phone making a connection. My phone always seemed to mysteriously connect regardless of my turning data on or off. I've noticed a definite improvement in battery life since then, although there's a possibility that completely draining the battery and then charging before turning the phone back on has had a bit to do with it.
I no longer use the automatic task killing but think that there is a definite difference between automated and manual killing of tasks and that the main problems with automated task killers is that they shouldn't be used on scheduled tasks. It's kind of the same thing as the argument about leaving neon lights on due to the high power used when first switched on. If a task is automatically restarted as soon as it's stopped then it's simply a waste of power and cpu time to turn it off in the first place. Moreso if it saves it's state to the SD because both saving and reloading might use more power than to internal memory and take more time. Loading an app from SD will also require more time and power. The one thing I'm going to look for is a decent app that will allow me to stop reloading of non-essential services, for instance my phone has a crap looking digital clock widget, which I don't use but the service keeps loading.
I'm also looking at replacing the pre-installed software such as Android Market with their latest updates in order to save on Rom space.