Based on my understanding, the apps themselves don't really stay "live" in the background, even the multitasking enabled ones. I have numerous apps that aren't iOS4 updated, but they're still in my multitask bar.
The apps that take advantage of iOS4's multitasking will interact with one of the stated features of multitasking. Pandora may run in the background, but that's because it's interacting with the audio background function to play music outside of the app. Only one "audio background" app can run at a time, so you won't get iPod and Pandora playing simultaneously.
Skype may "run" in the background, but moreso like some part of the app will remain idle while using the VOIP background feature. The Phone app has always been running, and now the Skype app will mimic the functionality: idly waiting for calls.
If an app is compatible with multitasking properly, then the app itself will suspend where you are and resume when you return. If the game or app isn't iOS4 compliant yet, then when you switch away and come back, you'll be back at the main screen, as if you just launched the app.
That being said, if the music app has to use the data connection, then it will. If the VOIP stayed connected over data, then it will probably keep checking in with a server or keep a connection alive with very very little data. It's not like Safari is running in the background, constantly refreshing websites and constantly downloading data.
