What is considered good programming practice in multi-threaded winform applications with delegate usage?

A good example is here.

this.BeginInvoke( (Action) (()=>    {        pictureBox1.Image = Image.FromFile("example.png");    }));

You definitely don't need a separate delegate for each. You can use Action delegates and lambda expressions to simplify it, like this:

private void SomeOtherMethod(){    Action action = () => pictureBox1.Image = Image.FromFile("example.png");    if (pictureBox1.InvokeRequired)    {        Invoke(action);    }    else    {        action();    }}

Or you can separate out the if statement and InvokeRequired check and generalize it even more, like this:

public static void InvokeIfRequired(Control control, Action action){    if (control.InvokeRequired)    {        control.Invoke(action);    }    else    {        action();    }}private void SomeOtherMethod(){    InvokeIfRequired(() => pictureBox1.Image = Image.FromFile("example.png");}

I would use the MethodInvoker type in conjunction with an anonymous method or lambda expression. I would also build the invocation logic into the method itself, rather than using a separate thread-safe method:

void SomeMethod(/* with whatever args */) {    if (InvokeRequired)        Invoke(new MethodInvoker(() => SomeMethod(/* args used to call method */)));    else        // the method body itself}