//Method with no parameter - ThreadStart Delegate
Thread t = new Thread (new ThreadStart (TestMethod));
t.Start();
void TestMethod() {}

//Method with a parameter - ParameterizedThreadStart  Delegate
Thread t = new Thread (new ThreadStart (TestMethod));
t.Start(5);
t.Start("test");
void TestMethod(Object o) {}

//lambda expression
Thread t = new Thread ( () => TestMethod("Hello") );
t.Start();
void TestMethod(string input) {}

//lambda expression for smaller thread methods
new Thread (() =>
{
  Console.WriteLine ("I'm running on another thread!");
  Console.WriteLine ("This is so easy!");
}).Start();

//anonymous methods C# 2.0
new Thread (delegate()
{
  Console.WriteLine ("I'm running on another thread!");
}).Start();

//Task Parallel Libray
static void Main()
{
  System.Threading.Tasks.Task.Factory.StartNew (Go);
} 
static void Go()
{
  Console.WriteLine ("Hello from the thread pool!");
}

//Generic Task class
static void Main()
{
  // Start the task executing:
  Task<string> task = Task.Factory.StartNew<string>
    ( () => DownloadString ("http://www.linqpad.net") );
 
  // We can do other work here and it will execute in parallel:
  RunSomeOtherMethod();
 
  // When we need the task's return value, we query its Result property:
  // If it's still executing, the current thread will now block (wait)
  // until the task finishes:
  string result = task.Result;
} 
static string DownloadString (string uri)
{
  using (var wc = new System.Net.WebClient())
    return wc.DownloadString (uri);
}

//Prior to TPL v4.0, Use ThreadPool.QueueUserWorkItem and asynchronous delegates
//Example for ThreadPool.QueueUserWorkItem
static void Main()
{
  ThreadPool.QueueUserWorkItem (Go);
  ThreadPool.QueueUserWorkItem (Go, 123);
  Console.ReadLine();
} 
static void Go (object data)   // data will be null with the first call.
{
  Console.WriteLine ("Hello from the thread pool! " + data);
}