Seeking tutorials and information on load-balancing between threads

IOCP server. It's the only high-performance solution. It's essentially asynchronous in user mode, ('overlapped I/O in M$-speak), a pool of threads issue WSARecv, WSASend, AcceptEx calls and then all wait on an IOCP queue for completion records. When something useful happens, a kernel threadpool performs the actual I/O and then queues up the completion records.

You need at least a buffer class and socket class, (and probably others for high-performance - objectPool and pooledObject classes so you can make socket and buffer pools).

500 threads may not be an issue on a server class computer. A blocking TCP thread doesn't do much while it's waiting for the server to respond.

There's nothing stopping you from creating some type of work queue on the server side, served by a limited size pool of threads. A simple thread-safe TList works great as a queue, and you can easily put a message handler on each server thread for notifications.

Still, at some point you may have too much work, or too many threads, for the server to handle. This is usually handled by adding another application server.

To ensure scalability, code for the idea of multiple servers, and you can keep scaling by adding hardware.

There may be some reason to limit the number of actual work threads, such as limiting lock contention on a database, or something similar, however, in general, you distribute work by adding threads, and let the hardware (CPU, redirector, switch, NAS, etc.) schedule the load.

Your implementation is completely tied to the communications components you use. If you use Indy, or anything based on Indy, it is one thread per connection - period! There is no way to change this. Indy will scale to 100's of connections, but not 1000's. Your best hope to use thread pools with your communications components is IOCP, but here your choices are limited by the lack of third-party components. I have done all the investigation before and you can see my question at stackoverflow.com/questions/7150093/scalable-delphi-tcp-server-implementation.

I have a fully working distributed development framework (threading and comms) that has been used in production for over 3 years now across more than a half-dozen separate systems and basically covers everything you have asked so far. The code can be found on the web as well.