We recently revisited a lot of the battery tweaks, hacks, and habits that will make your HTC EVO's battery seem like it has a little bit more juice in it. Something that was alluded to in that article was the use of task managers. You don't need to constantly go through and close every running app on your phone, but there are the occasional apps that do need a little help closing (like Pandora). Task managers are great for this purpose.
Sense 3.0 includes a Task Manager, but most ROMs that EVO users are running don't.
You can just download/install an app like Advanced Task Manager, sure, but every ROM your EVO can run should really have this option built-in. And as you'll see in the video tutorial above, it's actually really easy to add it in.