<Grid>
    <Grid.RowDefinitions>
        <RowDefinition></RowDefinition>
        <RowDefinition></RowDefinition>
    </Grid.RowDefinitions>
    <TextBlock Grid.Row="0" 
                Name="_textBlock"
                Text="MainWindow"></TextBlock>
    <Button Grid.Row="1"
            Click="ButtonBase_OnClick"></Button>
</Grid>

public partial class MainWindow : Window
    {
        private readonly CancellationTokenSource _cts = new CancellationTokenSource();
        private Task _task;

        /// <summary>
        /// Вешает приложение намертво на строке _task.Wait();
        /// </summary>
        private void SleepBeforeInvoke()
        {
            for (Int32 count = 0; count < 50; count++)
            {
                if (_cts.Token.IsCancellationRequested)
                    _cts.Token.ThrowIfCancellationRequested();

                Thread.Sleep(500);
                Application.Current.Dispatcher.Invoke(new Action(() => { }));
            }
        }

        /// <summary>
        /// Хорошо работает, попадем в catch
        /// </summary>
        private void SleepAfterInvoke()
        {
            for (Int32 count = 0; count < 50; count++) 
            {
                if (_cts.Token.IsCancellationRequested)
                    _cts.Token.ThrowIfCancellationRequested();
               
                Application.Current.Dispatcher.Invoke(new Action(() => { }));
                Thread.Sleep(500);
            }   
        }

        /// <summary>
        /// Ничего не вешает, тоже хорошо работает
        /// </summary>
        private void BeginInvoke()
        {
            for (Int32 count = 0; count < 50; count++)
            {
                if (_cts.Token.IsCancellationRequested)
                    _cts.Token.ThrowIfCancellationRequested();

                Thread.Sleep(500);
                Application.Current.Dispatcher.BeginInvoke(new Action(() => { }));
            } 
        }

        public MainWindow()
        {
            InitializeComponent();
            _task = Task.Factory.StartNew(BeginInvoke, _cts.Token, TaskCreationOptions.None, TaskScheduler.Default);
        }

        private void ButtonBase_OnClick(object sender, RoutedEventArgs e)
        {
            try
            {
                _cts.Cancel();
                _task.Wait();
            }
            catch (AggregateException)
            {
                
            }
            Debug.WriteLine("Task has been cancelled");
        }
    }

_cts.Token.ThrowIfCancellationRequested();

Application.Current.Dispatcher.Invoke(new Action(() => { }));

_cts.Token.ThrowIfCancellationRequested();