You can use either.  Invoke() is useful if you need or want to wait on the  
return value for the delegate being executed, or if you want to take  
advantage of the inherent synchronization Invoke() provides.  
BeginInvoke() is useful if you don't care about the result of the  
invocation and want the invoking thread to continue with its processing.  
But using BeginInvoke() you will have to ensure synchronization between  
any data structures used both in the invoked method and the invoking  
thread, if any.

For Control.BeginInvoke() _only_, the unofficial information is that  
calling Control.EndInvoke() is not required.  For all other examples of a  
BeginXXX() method, you must call the corresponding EndXXX() method after  
the asynchronous operation has completed.

Using Control.BeginInvoke(), you might still want to call  
Control.EndInvoke() if you want to retrieve the return value from the  
method that was invoked.  In that case, you can call EndInvoke() whenever  
you want, but be aware that if the invoked method hasn't completed yet,  
EndInvoke() will wait and not return until the invoked method is done.

Pete