Depending on what apps your specifically referring too most will not consume data once pushed to the background via the home button, ie. the browser. Once a page from the internet has been downloaded no more data is consumed until another page is loaded or a download is started, so if the browser is pushed to the background no more data will be consumed. The same can be said for the vast majority of applications but if this doesn't reassure you and the application doesn't have an "exit" or "close" button then there ways to forcefully close them. One simple way would be to press"home" and push it to the background, then going into "My Applications" to Force stop the said application. (Menu> Settings> Applications> Manage applications)
Another way would be to close the application with a Task Killer or apps like "Quick Exit" & "Slapps", both available on the android market. I use Quick Exit and find it extremely useful, it can close most applications as long as the status bar is visible. A button is added to the notification pull down and a tap of this closes the open application. The only downfall to this is it sometimes closes other applications in the background?