Definitely a +1 on the Parallel Extensions to .NET. Microsoft has done some great work here to improve the ThreadPool. You used to have one global queue which handled all tasks, even if they were spawned from a worker thread. Now they have a lock-free global queue and local queues for each worker thread. That's a very nice improvement.
I'm not as big a fan of things like Parallel.For, Parallel.Foreach, and Parallel.Invoke (regions), as I believe they should be pure language extensions rather than class libraries. Obviously, I understand why we have this intermediate step, but it's inevitable for C# to gain language improvements for concurrency and it's equally inevitable that we'll have to go back and change our code to take advantage of it :-)
Overall, if you're looking at building concurrent apps in .NET, you owe it to yourself to research the heck out of the Parallel Extensions. I also think, given that this is a pretty nascent effort from Microsoft, you should be very vocal about what works for you and what doesn't, independent of what you perceive your own skill level to be with concurrency. Microsoft is definitely listening, but I don't think there are that many people yet using the Parallel Extensions. I was at VSLive Redmond yesterday and watched a session on this topic and continue to be impressed with the team working on this.
Disclosure: I used to be the Marketing Director for Visual Studio and am now at a startup called Corensic where we're building tools to detect bugs in concurrent apps.