My implementation of threads uses the pimpl idiom, and in the Impl class I have one version for each OS I support and also one that uses boost, so I can decide which one to use when building the project.
I decided to make two classes: one is Thread, which has only the basic, OS-provided, services; and the other is SafeThread, which inherits from Thread and has method for collaborative interruption.
Thread has a terminate() method that does an intrusive termination. It is a virtual method which is overloaded in SafeThread, where it signals an event object. There's a (static) yeld() method which the running thread should call from time to time; this methods checks if the event object is signaled and, if yes, throws an exception caught at the caller of the thread entry point, thereby terminating the thread. When it does so it signals a second event object so the caller of terminate() can know that the thread was safely stopped.
For cases in which there's a risk of deadlock, SafeThread::terminate() can accept a timeout parameter. If the timeout expires, it calls Thread::terminate(), thus killing intrusively the thread. This is a last-resource when you have something you can't control (like a third-party API) or in situations in which a deadlock does more damage than resource leaks and the like.
Hope this'll be useful for your decision and will give you a clear enough picture about my design choices. If not, I can post code fragments to clarify if you want.