For dead-simple parallel execution of a handful of jobs, IMO nothing beats mapping data to tasks with Linq and then "await Task.WhenAll". And if they have to share data, use something in System.Collections.Concurrent.
I seem to have misremembered, the odd one out was WhenAny, and the issue is that it crashes when given the empty set, instead of waiting forever (which is fine if you're dealing with a specific number of tasks, but not fine if you're actually using it for a dynamic number of tasks).
I could have sworn it was WaitAll, but heck - clearly not! Sorry :-).
