Just wondering what the difference between
Mainly what each one would be used for.
EDIT: What is the difference between creating a threading object and calling invoke on that and just calling
BeginInvoke() on a delegate? or are they the same thing?
Do you mean Delegate.Invoke/BeginInvoke or Control.Invoke/BeginInvoke?
Tim's answer mentions when you might want to use BeginInvoke - although it was mostly geared towards Delegate.BeginInvoke, I suspect.
For Windows Forms apps, I would suggest that you should usually use BeginInvoke. That way you don't need to worry about deadlock, for example - but you need to understand that the UI may not have been updated by the time you next look at it! In particular, you shouldn't modify data which the UI thread might be about to use for display purposes. For example, if you have a Person with FirstName and LastName properties, and you did:
person.FirstName = "Kevin"; // person is a shared reference person.LastName = "Spacey"; control.BeginInvoke(UpdateName); person.FirstName = "Keyser"; person.LastName = "Soze";
then the UI may well end up displaying "Keyser Spacey". (There's an outside chance it could display "Kevin Soze" but only through the weirdness of the memory model.)
Unless you have this sort of issue, however, Control.BeginInvoke is easier to get right, and will avoid your background thread from having to wait for no good reason. Note that the Windows Forms team has guaranteed that you can use Control.BeginInvoke in a "fire and forget" manner - i.e. without ever calling EndInvoke. This is not true of async calls in general: normally every BeginXXX should have a corresponding EndXXX call, usually in the callback.
Building on Jon Skeet's reply, there are times when you want to invoke a delegate and wait for its execution to complete before the current thread continues. In those cases the Invoke call is what you want.
In multi-threading applications, you may not want a thread to wait on a delegate to finish execution, especially if that delegate performs I/O (which could make the delegate and your thread block).
In those cases the BeginInvoke would be useful. By calling it, you're telling the delegate to start but then your thread is free to do other things in parallel with the delegate.
Using BeginInvoke increases the complexity of your code but there are times when the improved performance is worth the complexity.