If, for whatever reason that might be, you’re not satisfied with how Apple integrated multitasking into iOS 4, you might want to give Multifl0w 2.0 a shot.
It requires jailbreak – of course – and you’ll have to buy it through Cydia which is the “dark side of App Store”, though it’s not really dark per se but it contains many of the apps that Apple rejects in their own App Store for sometimes really weird and annoying reasons.
To jailbreak your device (and potentially void your warranty, who knows these days, it’s hard to keep up), check out jailbreakmatrix.com for assistance.
Just too bad that Multifl0w requires a jailbroken device, it looks really cool but I’m not going to jailbreak my iPhone 4 running iOS 4.0.2 for it. Have a look for yourself, it’s cool, right?