What's the difference between QueueUserWorkItem() and BeginInvoke(), for performing an asynchronous activity with no return types needed

There shouldn't be any performance difference, as both Delegate.BeginInvoke and ThreadPool.QueueUserWorkItem will execute on a thread pool thread.

The biggest difference is that if you call BeginInvoke, you're obliged to call EndInvoke at some point. In contrast, ThreadPool.QueueUserWorkItem is "fire and forget". That has benefits and drawbacks. The benefit being that you can forget about it. The drawback being that you have no way of knowing, unless you add your own synchronization/notification mechanism, when the task has completed.