If you don't have significant threading experience, the thread pools of your container and many open source projects will be better. The gains you'll see should be minimal in any case unless you write a really poor implementation. My recommendation is to use stuff that works as much as you can and spend your time writing the project-specific code only you can write.
Have you profiled your application and found the thread pool to be a significant chunk of its time? If not, why even consider it? It isn't free just because it costs no money.