First, no you wont save power force-quiting apps. If anything you could corrupt the flash disk files/file system. The whole force-quit thing is an "urban legend" sorta thing. EVEN if it did, the time you spend doing this to each app will consume the same potential power if you just locked the screen.
So dont do it.
However, if mail is set to check every so often it will consume power since the phone has to idle up, activate Edge, check for mail, etc....
But like said above, when in sleep mode everything powers down. This was a slight hurdle for developers of AIM apps and such that needed to stay active with the phone in standby.