There may be several situations when your web pages need to handle long-running processes, for example, query information from a slow database, work with the file system, etc. In this case, you’d need to use asynchronous pages.
First you need to understand that asynchronous pages aren’t actually faster, than their synchronous counterparts. Using them won’t affect the speed of your site, just the scalability of it. The second thing to know is that you shouldn’t use the traditional multithreading ways when you are working with ASP.NET. ASP.NET serves incoming requests from its on thread pool; one thread is responsible for the whole lifetime of the request. When you use the Threading namespace, you are getting a thread from the very same thread pool ASP.NET itself uses. So you shouldn’t do it. Instead you should use asynchronous pages, which in fact gets their working threads from another thread pool, thus freeing up the ones in ASP.NET’s, which it can use to serve more requests.