@ciaran2 - No I don't have any experiences to share regarding multi-threading. Have you read the paper linked above? Most DS2 multi-threaded examples tried were slower than a single-threaded version.
In my experience minimising and tuning IO results in significant performance improvements. Also if you really want to speed up a SAS application, parallel processing, if appropriate, can reduce processing time massively. I have one parallel processing job that originally took over 14 hours to run and now takes under 4 hours. The nice thing about parallel processing is you don't need to recode you just split it into separate SAS sessions.
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