I see a lot of people in blog posts and here on SO either avoiding or advising against the usage of the Thread
class in recent versions of C# (and I mean of course
To answer the question of "are there any cases when it's necessary or useful to use a plain old Thread object", I'd say a plain old Thread is useful (but not necessary) when you have a long running process that you won't ever interact with from a different thread.
For example, if you're writing an application that subscribes to receive messages from some sort of message queue and you're application is going to do more than just process those messages then it would be useful to use a Thread because the thread will be self-contained (i.e. you aren't waiting on it to get done), and it isn't short-lived. Using the ThreadPool class is more for queuing up a bunch of short-lived work items and allowing the ThreadPool class manage efficiently processing each one as a new Thread is available. Tasks can be used where you would use Thread directly, but in the above scenario I don't think they would buy you much. They help you interact with the thread more easily (which the above scenario doesn't need) and they help determine how many Threads actually should be used for the given set of tasks based on the number of processors you have (which isn't what you want, so you'd tell the Task your thing is LongRunning in which case in the current 4.0 implementation it would simply create a separate non-pooled Thread).
I've always used the Thread class when I need to keep count and control over the threads I've spun up. I realize I could use the threadpool to hold all of my outstanding work, but I've never found a good way to keep track of how much work is currently being done or what the status is.
Instead, I create a collection and place the threads in them after I spin them up - the very last thing a thread does is remove itself from the collection. That way, I can always tell how many threads are running, and I can use the collection to ask each what it's doing. If there's a case when I need to kill them all, normally you'd have to set some kind of "Abort" flag in your application, wait for every thread to notice that on its own and self-terminate - in my case, I can walk the collection and issue a Thread.Abort to each one in turn.
In that case, I haven't found a better way that working directly with the Thread class. As Eric Lippert mentioned, the others are just higher-level abstractions, and it's appropriate to work with the lower-level classes when the available high-level implementations don't meet your need. Just as you sometimes need to do Win32 API calls when .NET doesn't address your exact needs, there will always be cases where the Thread class is the best choice despite recent "advancements."
The new options make direct use and management of the (expensive) threads less frequent.
people that, when confronted with a task that involves some kind of parallel execution, jump directly to using the good old Thread class.
Which is a very expensive and relatively complex way of doing stuff in parallel.
Note that the expense matters most: You cannot use a full thread to do a small job, it would be counterproductive. The ThreadPool combats the costs, the Task class the complexities (exceptions, waiting and canceling).
The Thread class cannot be made obsolete because obviously it is an implementation detail of all those other patterns you mention.
But that's not really your question; your question is
are there any cases when it's necessary or useful to use a plain old Thread object instead of one of the above constructs?
Sure. In precisely those cases where one of the higher-level constructs does not meet your needs.
My advice is that if you find yourself in a situation where existing higher-abstraction tools do not meet your needs, and you wish to implement a solution using threads, then you should identify the missing abstraction that you really need, and then implement that abstraction using threads, and then use the abstraction.
Probably not the answer you were expecting, but I use Thread all the time when coding against the .NET Micro Framework. MF is quite cut down and doesn't include higher level abstractions and the Thread class is super flexible when you need to get the last bit of performance out of a low MHz CPU.
You could compare the Thread class to ADO.NET. It's not the recommended tool for getting the job done, but its not obsolete. Other tools build on top of it to ease the job.
Its not wrong to use the Thread class over other things, especially if those things don't provide a functionality that you need.