While this is not a direct comparison, I think it may help you. I do something similar to what you describe (in my case I know there is a load balanced server cluster on the other end serving REST calls). I get good results using Parrallel.ForEach to spin up an optimal number of worker threads provided that I also use the following code to tell my operating system it can connect to more than usual number of endpoints.
var servicePointManager = System.Net.ServicePointManager.FindServicePoint(Uri);
servicePointManager.ConnectionLimit = 250;
Note you have to call that once for each unique URL you connect to.
