The #1 reason, IMHO, to look at .NET 4 is the parallelism. I say this not as a Microsoft Shill, but rather as a dude who owns a 6-core (12 with hyper-threading) processor. My most favorite app in the Training Kit is ContosoAutomotive. It’s a little WPF app that loads a few hundred thousand cars into a grid. There’s an interface, ICarQuery, that a bunch of plugins implement, and the app foreach’s over the CarQueries.
This snippet here uses the new System.Threading.Task stuff and makes a background task. That’s all one line there, from StartNew() all the way to the bottom. It says, "do this chunk in the background." and it’s a wonderfully natural and fluent interface. It also keeps your UI thread painting so your app doesn’t freeze up with that "curtain of not responding" that one sees all the time.
This code says "go do this in a background thread, and while you’re there, parallelize this as you like." This loop is "embarrassingly parallel." It’s a big for loop over 2 million cars in memory.