I’m surprised I didn’t realize this earlier, but Win7 introduced multithreading support in Robocopy. I’ve always used Robocopy for copying lots of files particularly over a network, and especially over a VPN. I’ve also always specified the /E /Z switches to copy all folders, and support file resume.
File resume is especially helpful over a VPN because the VPN connection may be lost for any number of reasons. I’ve had situations where my access was off for hours, and it picks up right away on reconnect. Now in Win7, you can specify a /MT[:n] switch that specifies the number of threads (default 8) to use.
And if you prefer a GUI, RichCopy is a nice tool as well!