This post is proving useful. It didn't solve my root annoyance, but it did help. Here's what I wanted to beat...
I like using Toolbars as quick menus on the task bar. You can set them up like this: 
But when you turn on "Lock the Taskbar" things get repositioned and it looks like this: 
From what I understand, the configuration of the taskbar toolbars is stored in binary in the registry. I haven't yet found a way to manipulate it to get rid of the little gaps created in this scenario.
So, I am leaving "Lock the Taskbar" turned off, but I'm using the TaskbarNoDragToolbar registry setting to prevent the toolbars from actually being moved.
Follow-up… Someone commented with an even better solution below. Click here to scroll to the comment.