Something I can't quite get out of the docs, is what the 'normal' way is to
implement a service's main body.

My service collects data from network-attached devices at regular
intervals, so it's basically an endless loop with a Thread.Sleep() for
timing.

Do you start a worker thread in OnStart and then return from the function
while the thread remains running to do the work?

Or can you put the main execution loop in OnStart and return from it only
after OnStop has been called?

So far I've tried only the thread method and works
- OnStart creates and starts the thread
- OnStop calls Thread.Abort() on it
- Cleanup is done in the Finally section of a Try block around the loop

The service runs until the thread is stopped, but I was wondering if I
might be creating a thread I don't need.