Here I am trying to wrap my head around threading models, and some blog goodness drops into my RSS inbox (thanks: The Old New Thing):

What are these "Threading Models" and why do I care? (from Larry Osterman)
SimpleScript Part Six: Threading Technicalities (from Eric Lippert)

Also from Larry's comments, Craig Andera (one of the guys that actually taught me .NET) demonstrates what can go wrong when you forget to set your threading model.