Currently I'm using kill-session command, but it looks a bit aggressive and often leave sub-processes running, e.g. I have the following processes running in separate tmux windows:
lighttpd -D -f ~/.lighttpd/default.conf # -D don't go to background
foreman # http://ddollar.github.com/foreman/
and whenever I quit tmux session using kill-session those processes still running, looks like it send them into background for some reason which is a bit unexpected.