Know that either java-version or python-version it doesn't support threading or processes. So if I want to execute a small snippet periodically in GAE, is there any possibility?
Oh, I'm just finding there is a document mentioned about it: http://code.google.com/appengine/docs/java/config/cron.html
I hate to Necromance this question but it showed up on the first page of search results, so... it may be that the Task Queue (which is currently experimental) may be a good fit for simulating multitasking beyond just cron jobs. You can currently have up to 10 separate queues with up to 20 executions per second, so theoretically you could execute 200 "threads" per second.
Most interesting (to me, anyway) is the bucket size parameter of the queue configuration, which uses a "token bucket" algorithm to allow usage spikes. Neat stuff.