This session by Joe Duffy had more practical advice about programming with concurrency. Some highlights:

• It is important to maintain invariants (“assumed conditions in your code”), even in the face of exceptions.
• Asynchronous exceptions like thread aborts can happen almost anywhere, which can make invariant maintenance difficult, but .NET prevents them from being thrown from certain sensitive areas, such as catch/finally blocks, static constructors, and native code.
• Generally speaking, when you write a class, you should make any static state thread-safe, but require your client to lock access to your class instances, since you can’t predict their concurrency needs.
• Always protect shared memory with locks. In .NET, locks do more than prevent concurrent access; they also guard the code against hardware instruction reordering, etc.
• In the future, parallel programming will be the only way to leverage the increasing speed of computers, as the speed of a single CPU is nearing its physical maximum.