Normally in Windows Mobile, clicking the (X) button in the upper right corner doesn't really exit the program, so everything just keeps sucking up RAM. The only way to kill a program is to go through an obtuse sequence (Start->Settings->System->Memory->Running Programs->Select program->Stop, 7 screen taps!) One of the apps included with the new Mogul ROM is a task manager that lets you actually exit programs with just a single tap.

Try installing PocketNav on your phone: http://www.scottandmichelle.net/scott/cestuff.html It's old and looks a bit ugly under WM6, but it's very effective (and I'd installed it on my Mogul with the previous ROM).