The use of parallel spreadsheet calculations in Excel 12 is a great example of how software vendors can use multi-core CPUs to vastly improve the user experience.
There is some great stuff here: Intelligent parallel execution based on dependency analysis; near-linear speedup for spreadsheets with minimal dependencies; an extension model, where user-defined functions can be written either thread-safe or thread-unsafe, and be treated accordingly by the engine; user-defined thread-counts for functions that perform blocking operations; among others.