Difference between delegate.BeginInvoke and using ThreadPool threads in C#

Question

In C# is there any difference between using a delegate to do some work asynchronously (calling BeginInvoke()) and using a ThreadPool thread as shown below

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Answer 1

Joe Duffy, in his Concurrent Programming on Windows book (page 418), says this about Delegate.BeginInvoke:

All delegate types, by convention offer a BeginInvoke and EndInvoke method alongside the ordinary synchronous Invoke method. While this is a nice programming model feature, you should stay away from them wherever possible. The implementation uses remoting infrastructure which imposes a sizable overhead to asynchronous invocation. Queue work to the thread pool directly is often a better approach, though that means you have to co-ordinate the rendezvous logic yourself.

EDIT: I created the following simple test of the relative overheads:

int counter = 0;
int iterations = 1000000;
Action d = () => { Interlocked.Increment(ref counter); };

var stopwatch = new System.Diagnostics.Stopwatch();
stopwatch.Start();
for (int i = 0; i < iterations; i++)
{
    var asyncResult = d.BeginInvoke(null, null);
}

do { } while(counter < iterations);
stopwatch.Stop();

Console.WriteLine("Took {0}ms", stopwatch.ElapsedMilliseconds);
Console.ReadLine();

On my machine the above test runs in around 20 seconds. Replacing the BeginInvoke call with

System.Threading.ThreadPool.QueueUserWorkItem(state =>
{
    Interlocked.Increment(ref counter);
});

changes the running time to 864ms.