Threading And Socket Connections Approach

Im writing a small application that need to make up to 300 socket connections at the same time. However i'm pretty confused on how to approach this. My first theory is to have my main thread to manually fire up 300 new threads that each handle all that needs to be done. Another theory is to fire up lets say 10 threads that makes 30 async connections. My last theory is to have my mainthread work with all 300 async connections together with everything else. The question to this is what would be the most effective way to go to save resources and maintain speed.