With delegates it is quit easy to create a couple of asynchronous method calls and then wait for them all to finish. An alternative is to get a callback when the call finish, but that is not always the best solution. For example, if you have a web service where you want to make a call to your own database and another call to another web service you will save a lot of time by doing them in parallel and wait for both to finish and then return the result to the calling client.

When you wait for the calls to finish you typically use WaitHandle.WaitAll. The problem with this, when running this code through a unit test, is that WaitAll is not allowed for single thread apartment (STA). We have used a workaround for this by checking if we have compiled for DEBUG we only call WaitHandle.WaitAny and taking a potential wait when calling the first EndInvoke. A problem with this is that it will not be possible to run the unit tests when the code is compiled for RELEASE.