I did some stuff using threading, but kept getting a nervous tic when I would see the warning about threading and DBI while compiling things. I never had problems but it was such a dire message....
So, as an experiment I tried using LWP::Parallel for a project. That worked nicely and allowed me to throw 8 requests/second at my target. If I'd have had more bandwidth on the hosting machine and the network I could probably have gone higher, but 8 was the point where I saw no increase in throughput.
I never dived into the code to learn more about the why-fors on the whole threading thing. I never had problems with it, but wanted to point out there are alternatives.