If you are using a highly multithreaded code, I would recommend you to take a look at the upcoming Task Parallel Library (TPL) for .NET and the Parallel Pattern Library (PPL) for native C++ applications. That will save you a lot of issues with thread/dead lockíng and all other issues that you would spend a lot of time digging into and solving for yourself.
For my self, I truly believe that the memory management in the managed world will be more efficient and beat the native code in the long term.
