(Not an answer, but as a new user it appears that I can't directly comment on previous answers.)
In response to music2myear, multithreaded copies that do not preallocate space can indeed lead to to extreme fragmentation.
The scenario is this: fileA begins copying to block N on the disk. fileB begins copying to block N+1 on the disk. fileC begins copying to block N+2 on the disk. fileA needs another block, and copies to N+3. fileB needs another block and copies to N+4. And so on... until every file is completely fragmented, with no two blocks contiguous. fileA ends up being on blocks N,N+3,N+5,N+10,N+13 rather than N,N+1,N+2,N+3,N+4.
OK, so that's a little extreme; it probably doesn't become completely fragmented. But it illustrates the problem with multithreaded copy utilities that don't preallocate space. That said, I just tried the robocopy included with Server 2008R2 to copy a large number of files of varying sizes, and it didn't seem to create excess fragmentation. (Previous versions of robocopy were known to cause extreme fragmentation.) More testing is necessary.
I just testing copying 50K+ photos to a new drive using the /MT (8 threads) option and surprisingly there is zero fragmentation. – user986363 – 2016-01-29T22:46:04.170
It depends on the size of the files you're copying. If you are copying a lot of smaller files, it makes sense to use threaded copying. If you are copying a lot of large files, you should probably avoid it. That being said, I couldn't find anything on the actual Microsoft website detailing this switch, so I don't know how much information you will find in regards to your question that isn't speculation (just warning you). – Breakthrough – 2011-06-28T18:35:19.513