Good point. I guess my solution is good only for those with 3GSs.
In OS 3.0 (and it still works on 3.1.3) to kill an app what you can do is hold the power button until the slide to turn off sign appears. Release the power button and hold the "home" button for 5 seconds. So that might be better than just waiting until the phone dies on its own right? I'm not sure if that way of killing apps still works on 4.0 though...