Vincent Scheib discusses how to implement command buffers (essentially, OpenGL display lists) on DirectX 9 and 10. He notes that DirectX 11 will have display list support in the API, but if you don’t want to wait 4+ years for general adoption of that API, consider Emergent’s method. By having various threads generate command buffers and a single thread executing these, they are able to take advantage of multiple cores. On a dual core they show x1.4 to x1.9 speedup with multiple threads. Best of all, they provide open source for their system, with a very liberal license.
I’ll be adding this one to the portal and resources page: sets of charts listing the capabilities of professional graphics cards.