When should I terminate my application in Windows Mobile 6 Series

Question

There is a blog post on Why Windows Mobile's X button doesn't close the application.

0) My application consumes a lot of battery power since it's using GPS
1) I want the application to be able to be minimized since user may want to multi-task
2) I do have "exit" button but when should I terminate my application when it's minimized?
3) Are there any specific messages I need to handle to allow the OS to terminate my app gracefully?

Update:
+ ctacke pointed out WM_HIBERNATE message on low memory as explained here

Answer 1

The OS will send you a WM_HIBERNATE message when memory is low and you can choose to use that to either release memory or shut down. Other than that, you'll get no other mesages unless they specifically choose to shut you down.

I agree with bobince that you should consider disconnecting from the GPS when you go to the background or at least give the user that option.