You might want to take a look at the Dan Kegel's "The C10K problem" web page about handling multiple data sources/sinks.
Basically it is best to use minimal threads, which in sockets can be done in most OS's w/ some event system (or asynchronously in Windows using IOCP).
When you run into the case where the OS and/or libraries do not offer a way to perform communication in a non-blocking manner, it is best to use a thread-pool to handle them while reporting back to the same event loop.
Example diagram of layout:
Per CPU [*] EVENTLOOP ------ Handles nonblocking I/O using OS/library utilities
| \___ Threadpool for various blocking events
Threadpool for handling the I/O messages that would take long