В октябрьском номере MSDN аж целых 8 статей посвящено параллелизму. Материал на все темы и вкусы: тут и С# и С++ и F#, тут и OpenMP и TPL и CCR и PPL, тут и паттерны и ошибки. Вобщем читайте:

Design Considerations For Parallel Programming

Improved Support For Parallelism In The Next Version Of Visual Studio

Solving 11 Likely Problems In Your Multithreaded Code

Build Concurrent Apps From Simple F# Expressions

new Thread(ReadEditorsNote).Start(); yourAttention.WaitOne();

Exploring High-Performance Algorithms

False Sharing

Don’t Be Afraid To Throw Away Your Work