Unfortunately (or not), no, there is no way.
There is many a debate on the virtues of closing an app out of the multitasking bar - I'd say it's pretty much split between "you don't need to do it" to "yes, close them all out."
Again - much, much debate on this. For now, just know that no, pressing the Home button is the only way to close an app and there is no way to avoid the "extra" step of opening the multitasking bar to remove the icons from there.
Marilyn
P.S. I'm closing this thread so that the debate won't make it's way to this thread. It rages on ... just not here, please. Thanks.