Q:

Thread. Start(WebRequest. GetResponse) vs. WebRequest. BeginGetResponse

I want to download a file while displaying on UI the download is in progress.  With WebRequest I have two options:

Use WebRequest. BeginGetResponse and related methods. 
Advantage: possibility to display exact progress in bytes. 
Disadvantage: more code to write.  As synchronous and asynchronous methods don't mix, I'll need to use BeginGetResponse, BeginRead, BeginGetRequestStream.  More things to implement manually, including read buffers, timeouts. 
Start new thread (or use thread pool), use WebRequest. GetResponse and related methods. 
Advantage: no unnecessary code. 
Disadvantage: impossible to show exact progress. 

As files to be downloaded are rather small, displaying progress in bytes is advantage, but not crucial.  Do I miss something if I use second approach, feature-wise and performance-wise? 
Or maybe there's a higher-level widely used wrapper I missed? ( WebClient doesn't expose WebRequest's properties, so it's unusable for me, because I need to use cookies etc.) 

A:

If you create a new thread (option no 2) that thread will block while doing the request.  If you only make one request at a time that won't matter much, but if you do lots of requests you might end up with lots of extra threads.  Each thread will cost you ~1MB RAM. 
Asynchronous calls like WebRequest. BeginGetResponse will not block any of your threads while the request is in process, it will only pick a thread from the thread pool when your request is completed to deliver the result.