However, if I DO use them, the next time I boot, there they are in the system tray. Is there a way around this?
If not, does the mere fact that a program is showing in the System tray mean that is it is using system resources?
Items in the Systray are not indicative that something is actually running but the fact there is an icon available, then a very few system resources is used but not enough to worry about. Sometimes, that icon is nothing more than a convenient way to activate something -- little more than like icons in the QuickLaunch.
I have noticed this disparity with some utilities/programs that once deactivated through MSCONFIG, they will come back when used. I've also noticed that even if an item exists as nulled, it exists still, as well as a newly added active item which means both the Run and Run- keys in the registry contain the information. Nothing you can do about the anomaly since that is how the programmer wrote their program. You can however edit the system registry to remove stray and no longer needed entries.