The big toys that slugbug and Scott play with have a reason for existing. People buy them, take them to their limits, and wish that they had more.
As for multi-threading being slow, talk to the good folks at Sun about that. Just because Linux 2.0-2.4 sucked at multi-threading, and just because NT has its problems, doesn't mean that multi-threading can't work well. You just have to do it well. (Linux 2.6 also should do it well. Along with scalability improvements, Sun is going to find itself outperformed farther up the scale...)
Cheers,
Ben