If you're the type of person that's interested in high-perf multi-threading and you're also open to more academic programming languages1, a great paper on lock-free threading in Haskell is available here (via LtU). I talked to Tim Harris briefly at the PDC after his excellent talk on threading and transaction futures (FUN323 if you have the DVD set), and some of the work that's ongoing at MSR is very cool indeed. Although I'm also fond of the declarative Eiffel approach using SCOOP (the ETH .NET implementation is available here).

P.S. Visual Haskell is available here.

[1]There are more things on heaven and earth than are dreamt of in your massive C# books, Horatio.