Most people like Magic Button for actually closing programs.
http://www.trancreative.com/mb.aspx
To make your Axim run faster you may want to check that you are running the A12 ROM version, it is an improvement over older versions.
I've heard of a lot of people who've had problems with PocketWeather, maybe you can put it in a tab in PocketBreeze if you want to use it semi-often, I believe the today plugins in tabs only load when needed and unload after, though I could be wrong....
In most cases setting the clock speed to 624 permanently will make the unit seem snappier, but it will probably quarter the battery life, auto scales up pretty quickly when it is needed so there is only a brief moment when is is sluggish, usually. It is much better for battery life to leave it on auto.