What Needs To Be on Main Thread?
As of iOS 4.0, some user interface updates can be performed on a background thread:
Drawing to a graphics context in UIKit is now thread-safe. Specifically:
The routines used to access and manipulate the graphics context can now correctly handle contexts residing on different threads.
String and image drawing is now thread-safe.
Using color and font objects in multiple threads is now safe to do.
David Duncan confirms this in his comments here.
Beyond that, pretty much everything else regarding UIKit is not considered threadsafe, so you should make sure you are interacting with it on the main thread in those cases.
As an aside, I do prefer my block-based implementation of a "always run on the main thread" function over the macro you link to, because I like the explicit wrapping of code that needs to be run on the main thread.
Rule of thumb: Anything that updates the interface must be on the main thread.