Update The currently suggested way to start a Task is simply using Task.Run()
Task.Run(() => foo());
Note that this method is described as the best way to start a task see here
Previous answer
I like the Task Factory from System.Threading.Tasks. You can do something like this:
Task.Factory.StartNew(() =>
{
// Whatever code you want in your thread
});
Note that the task factory gives you additional convenience options like ContinueWith:
Task.Factory.StartNew(() => {}).ContinueWith((result) =>
{
// Whatever code should be executed after the newly started thread.
});
Also note that a task is a slightly different concept than threads. They nicely fit with the async/await keywords, see here.