A while ago, I wrote an article about performing operations parallel with SharePoint 2010 (.NET 3.5). –> Execute code in multiple threads (even with SharePoint)
Since I am not the only guy with this kind of “problems”, others are writing about SharePoint and .NET. Especially .NET 4.5 and SharePoint 2013.
Stephane Eyskens hat posted a nice 6-post series about .NET within SharePoint 2013.
If you stumble across more great resources, please leave a comment.