Multi-threaded WPF Application: Dispatcher Invoke. A more efficient way?

You can start by being less verbose in your calls, i.e.

Application.Current.Dispatcher.Invoke(() =>_aCollection.Add(new Model(aList[i], aSize[i])));

Another trick that I like to use is to make a shortcut method like this:

public static void UiInvoke(Action a)
{
  Application.Current.Dispatcher.Invoke(a);
}

Then you have even less to do, as in:

UiInvoke(() =>_aCollection.Add(new Model(aList[i], aSize[i])));

Using dispatcher.Invoke() is really just how you get the action back onto the UI thread, which is probably where these objects (_aCollection) were created in the first place. If the items in question don't have direct interaction with the UI thread, then you can create / manipulate them on a different thread, removing the need to use the dispatcher. Of course this approach could become more complicated depending on what you are doing.

The easiest way would be to combine all three calls into one:

Application.Current.Dispatcher.Invoke(DispatcherPriority.Background, new Action(
                        () =>
                      {
                          _aCollection.Add(new Model(aList[i], aSize[i]);
                          _Data.Add(new DataPoint<double, double>(Id, aList[i]);
                          _historical[0].Add(aList[i])
                      }));

IF you're using .Net 4.0 I would look into using System.Threading.Tasks. This seems like a prime example for continuations.