Win NT ThreadPool

In particular, I'm interested in knowing if the overhead is appreciable compared with the overhead of maintaining a thread pool; eg a thread pool will need to maintain a semaphore, and will keep more threads than necessary in idle state.

To be concrete: the session may last for 5 minutes (so a thread's life might average ~ 5 minutes). There may be say 30 threads in a pool, and that would be the maximum expected # of sessions.  Most of the time, though, 80% of those threads will be idle.

Do you have a feeling for if keeping the threads' resources around and idle is more costly than the cost of creating and destroying threads as they're needed?

For thread lives of that sort of length, you will not see any measurable benefit to having a thread pool.  The thread's useful length is 3 or 4 order of magnitude more than the time needed to create the thread.  (remember the 80-20 rule.  Even if it was the 1--99 rule, a thread pool wouldn't help.)

Futhermore, with that many threads (30) you would almost certainly be better off not having the threads sitting around doing nothing.  There is some cost to having suspended threads (Idle thread threads are obviously costly, but suspended ones are too.) and the more threads, the more the cost.  Note also that NT seems to have no problem with so many threads in a process (although it will be costly) Windows 95 would almost certainly not do well with so many threads in a process (things tend to break down in the 7-10 thread vicinity.)  I don't know if that matters to you