I put a bunch of runnable objects into an ExecutorService:
// simplified content of main method
ExecutorService threadPool = Executors.newCachedThreadPool();
Basically on an ExecutorService you call shutdown() and then awaitTermination():
ExecutorService taskExecutor = Executors.newFixedThreadPool(4);
while(...) {
taskExecutor.execute(new MyTask());
}
taskExecutor.shutdown();
try {
taskExecutor.awaitTermination(Long.MAX_VALUE, TimeUnit.NANOSECONDS);
} catch (InterruptedException e) {
...
}