I wish you could toggle apps on the iPhone

I think it would be great to be able to toggle from app to app on the iPhone. For example, as I am writing this post, I have been receiving text messages from friends. I have to choose "close" rather than "view" because if I choose to view them and open my messages, my BlogPress app will close down. Granted, the app will auto-save my progress, but it's just a big pain in the butt. I hope that Apple updates iPhone software to allow for easier toggling between apps.