Various answers suggest it is a bad idea to sleep inside a thread, for example: Avoid sleep. Why exactly? One reason often given is that it is difficult to gracefully exit the thread (by signalling it to terminate) if it is sleeping.
Let's say I wanted to periodically check for new files in a network folder, maybe once every 10s. This seems perfect for a thread with the priority set to low (or lowest) because I don't want the potentially time-consuming file I/O to impact my main thread.
What are the alternatives? Code is given in Delphi but would apply equally to any multi-threaded application:
procedure TNetFilesThrd.Execute();
begin
    try
        while (not Terminated) do
            begin
            // Check for new files
            // ...
            // Rest a little before spinning around again
            if (not Terminated) then
                Sleep(TenSeconds);
            end;
    finally
        // Terminated (or exception) so free all resources...
    end;
end;
A minor modification might be:
// Rest a little before spinning around again
nSleepCounter := 0;
while (not Terminated) and (nSleepCounter < 500) do
    begin
    Sleep(TwentyMilliseconds);
    Inc(nSleepCounter);
    end;
but this still involves a Sleep...