I used multiple threads in a few programs, but still don\'t feel very comfortable about it.
What multi-threading libraries for C#/.NET are out there and which advantages
You should take a look at the Concurrency & Coordination Runtime. The CCR can be a little daunting at first as it requires a slightly different mind set. This video has a fairly good job of explanation of its workings...
In my opinion this would be the way to go, and I also hear that it will use the same scheduler as the TPL.