Using async/await for multiple tasks

Since the API you're calling is async, the Parallel.ForEach version doesn't make much sense. You shouldnt use .Wait in the WaitAll version since that would lose the parallelism Another alternative if the caller is async is using Task.WhenAll after doing Select and ToArray to generate the array of tasks. A second alternative is using Rx 2.0

int[] ids = new[] { 1, 2, 3, 4, 5 };
Parallel.ForEach(ids, i => DoSomething(1, i, blogClient).Wait());

Although you run the operations in parallel with the above code, this code blocks each thread that each operation runs on. For example, if the network call takes 2 seconds, each thread hangs for 2 seconds w/o doing anything but waiting.

int[] ids = new[] { 1, 2, 3, 4, 5 };
Task.WaitAll(ids.Select(i => DoSomething(1, i, blogClient)).ToArray());

On the other hand, the above code with WaitAll also blocks the threads and your threads won't be free to process any other work till the operation ends.

Recommended Approach

I would prefer WhenAll which will perform your operations asynchronously in Parallel.

public async Task DoWork() {

    int[] ids = new[] { 1, 2, 3, 4, 5 };
    await Task.WhenAll(ids.Select(i => DoSomething(1, i, blogClient)));
}

In fact, in the above case, you don't even need to await, you can just directly return from the method as you don't have any continuations:

public Task DoWork() 
{
    int[] ids = new[] { 1, 2, 3, 4, 5 };
    return Task.WhenAll(ids.Select(i => DoSomething(1, i, blogClient)));
}

To back this up, here is a detailed blog post going through all the alternatives and their advantages/disadvantages: How and Where Concurrent Asynchronous I/O with ASP.NET Web API

I was curious to see the results of the methods provided in the question as well as the accepted answer, so I put it to the test.

Here's the code:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Threading;
using System.Threading.Tasks;

namespace AsyncTest
{
    class Program
    {
        class Worker
        {
            public int Id;
            public int SleepTimeout;

            public async Task DoWork(DateTime testStart)
            {
                var workerStart = DateTime.Now;
                Console.WriteLine("Worker {0} started on thread {1}, beginning {2} seconds after test start.",
                    Id, Thread.CurrentThread.ManagedThreadId, (workerStart-testStart).TotalSeconds.ToString("F2"));
                await Task.Run(() => Thread.Sleep(SleepTimeout));
                var workerEnd = DateTime.Now;
                Console.WriteLine("Worker {0} stopped; the worker took {1} seconds, and it finished {2} seconds after the test start.",
                   Id, (workerEnd-workerStart).TotalSeconds.ToString("F2"), (workerEnd-testStart).TotalSeconds.ToString("F2"));
            }
        }

        static void Main(string[] args)
        {
            var workers = new List<Worker>
            {
                new Worker { Id = 1, SleepTimeout = 1000 },
                new Worker { Id = 2, SleepTimeout = 2000 },
                new Worker { Id = 3, SleepTimeout = 3000 },
                new Worker { Id = 4, SleepTimeout = 4000 },
                new Worker { Id = 5, SleepTimeout = 5000 },
            };

            var startTime = DateTime.Now;
            Console.WriteLine("Starting test: Parallel.ForEach...");
            PerformTest_ParallelForEach(workers, startTime);
            var endTime = DateTime.Now;
            Console.WriteLine("Test finished after {0} seconds.\n",
                (endTime - startTime).TotalSeconds.ToString("F2"));

            startTime = DateTime.Now;
            Console.WriteLine("Starting test: Task.WaitAll...");
            PerformTest_TaskWaitAll(workers, startTime);
            endTime = DateTime.Now;
            Console.WriteLine("Test finished after {0} seconds.\n",
                (endTime - startTime).TotalSeconds.ToString("F2"));

            startTime = DateTime.Now;
            Console.WriteLine("Starting test: Task.WhenAll...");
            var task = PerformTest_TaskWhenAll(workers, startTime);
            task.Wait();
            endTime = DateTime.Now;
            Console.WriteLine("Test finished after {0} seconds.\n",
                (endTime - startTime).TotalSeconds.ToString("F2"));

            Console.ReadKey();
        }

        static void PerformTest_ParallelForEach(List<Worker> workers, DateTime testStart)
        {
            Parallel.ForEach(workers, worker => worker.DoWork(testStart).Wait());
        }

        static void PerformTest_TaskWaitAll(List<Worker> workers, DateTime testStart)
        {
            Task.WaitAll(workers.Select(worker => worker.DoWork(testStart)).ToArray());
        }

        static Task PerformTest_TaskWhenAll(List<Worker> workers, DateTime testStart)
        {
            return Task.WhenAll(workers.Select(worker => worker.DoWork(testStart)));
        }
    }
}

And the resulting output:

Starting test: Parallel.ForEach...
Worker 1 started on thread 1, beginning 0.21 seconds after test start.
Worker 4 started on thread 5, beginning 0.21 seconds after test start.
Worker 2 started on thread 3, beginning 0.21 seconds after test start.
Worker 5 started on thread 6, beginning 0.21 seconds after test start.
Worker 3 started on thread 4, beginning 0.21 seconds after test start.
Worker 1 stopped; the worker took 1.90 seconds, and it finished 2.11 seconds after the test start.
Worker 2 stopped; the worker took 3.89 seconds, and it finished 4.10 seconds after the test start.
Worker 3 stopped; the worker took 5.89 seconds, and it finished 6.10 seconds after the test start.
Worker 4 stopped; the worker took 5.90 seconds, and it finished 6.11 seconds after the test start.
Worker 5 stopped; the worker took 8.89 seconds, and it finished 9.10 seconds after the test start.
Test finished after 9.10 seconds.

Starting test: Task.WaitAll...
Worker 1 started on thread 1, beginning 0.01 seconds after test start.
Worker 2 started on thread 1, beginning 0.01 seconds after test start.
Worker 3 started on thread 1, beginning 0.01 seconds after test start.
Worker 4 started on thread 1, beginning 0.01 seconds after test start.
Worker 5 started on thread 1, beginning 0.01 seconds after test start.
Worker 1 stopped; the worker took 1.00 seconds, and it finished 1.01 seconds after the test start.
Worker 2 stopped; the worker took 2.00 seconds, and it finished 2.01 seconds after the test start.
Worker 3 stopped; the worker took 3.00 seconds, and it finished 3.01 seconds after the test start.
Worker 4 stopped; the worker took 4.00 seconds, and it finished 4.01 seconds after the test start.
Worker 5 stopped; the worker took 5.00 seconds, and it finished 5.01 seconds after the test start.
Test finished after 5.01 seconds.

Starting test: Task.WhenAll...
Worker 1 started on thread 1, beginning 0.00 seconds after test start.
Worker 2 started on thread 1, beginning 0.00 seconds after test start.
Worker 3 started on thread 1, beginning 0.00 seconds after test start.
Worker 4 started on thread 1, beginning 0.00 seconds after test start.
Worker 5 started on thread 1, beginning 0.00 seconds after test start.
Worker 1 stopped; the worker took 1.00 seconds, and it finished 1.00 seconds after the test start.
Worker 2 stopped; the worker took 2.00 seconds, and it finished 2.00 seconds after the test start.
Worker 3 stopped; the worker took 3.00 seconds, and it finished 3.00 seconds after the test start.
Worker 4 stopped; the worker took 4.00 seconds, and it finished 4.00 seconds after the test start.
Worker 5 stopped; the worker took 5.00 seconds, and it finished 5.00 seconds after the test start.
Test finished after 5.00 seconds.