The Parallel developer centre on MSDN has a growing number of whitepapers that are really worth delving into. I’d started reading this one ( it’s a big one but worthwhile );
before I’d realised that it had a whole bunch of attractive-looking friends as well;
Parallel Programming in .NET 4- Coding Guidelines
Debugging Task-Based Parallel Applications in Visual Studio 2010
Using Cancellation Support in .NET Framework 4
Parent-Child Task Relationships in the .NET Framework 4
.NET Matters- Aggregating Exceptions
Performance Characteristics of New Synchronization Primitives in the .NET Framework 4
and then some perhaps more esoteric but, equally important/interesting ones – it’s not often you see the term “false sharing” appear in an MSDN article;
Thread-safe Collections in .NET Framework 4 and Their Performance Characteristics
but there’s a whole bunch more up at the developer centre so it’s worth popping up there and having a look around.