So after doing some more googling and searching on the web and testing, it seems as if you don't have to care about thread-safety that much when using the MOSS object model because you're always working with non-static and unique instances.
Furthermore an exception is thrown when a object e.g. a SPWeb was altered and saved by calling the Update() method before you saved your changes (also calling the Update() method) even though you got your object first.
In the following example the instruction web11.Update()
will throw an exception telling you that the SPWeb represented through the object web12 was altered meanwhile.
SPSite siteCol1 = new SPSite("http://localhost");
SPWeb web11 = siteCol1.OpenWeb();
SPWeb web12 = siteCol1.OpenWeb();
web12.Title = "web12";
web12.Update();
web11.Title = "web11";
web11.Update();
So the thready-safety seems to be handled by the object model itself. Of course you have to handle the exceptions that might be thrown due to race conditions.