I was helping a friend with a problem recently. He was taking a set of serial web service calls and doing them in parallel to save time, and was not up-to-speed on the best approach for that. Once he settled on an approach, he realized that since his web service calls were being wrapped in an abstraction layer, he didn't have the Begin/End asynchronous call methods that are provided by the proxy class.
"No problem, just wrap them in a delegate". The compiler automatically gives you Begin/EndInvoke methods in addition to the synchronous Invoke method. And, you're guaranteed not to mess up the implementation because it's all provided by the CLR! Just one of those things you might forget if you find yourself in the same situation.