If you're not entirely happy with the way your Android phone manages multi-tasking, a new app called Taskbar Task Switcher might be the answer.
Along with a lovely interface, Taskbar Switcher intelligently displays current and recently loaded apps in your notification tray (though you're free to customise this), along with dots in the taskbar. The app can be set to start automatically when your phone boots, to save you having to do so manually. It's definitely not for everyone, but if you're disappointed with what your current Android phone offers, there's no harm in giving it a try. At the very least, it offers a streamlined and simple approach to keeping track of your active apps.
Ignore the partially-English screenshots provided by the developer -- it'll look fine once installed on your device.
The app is still quite new, so if you'd like to suggest new features, it looks like the developer is taking requests over on the forums at xda-developers, which in itself is a nice bonus. Alternatively, an email link is available on the app's Google Play page.