Here is my problem. I want to create several C# UserControls that us DirectX to display some graphics. Each UserControl is operates independently in it's own thread bases on what data is assigned to it. All of the UserControls are instances of the same UserControl class except for one, which is totally different. Currently, I have this implemented by having each UserControl instantiate its own Device (DX9). Is this OK or is there a better way. Thanks!

I'll take a very uneducated guess since I never created any C# UserControl neither did I use SlimDX BUT...
couldn't you use a static instance of the device context shared between all controls and then use it to create multiple SwapChain/RenderTargetView for each control? Not sure if it would do any good though. Or maybe use only one very large RenderTargetView and use viewports to render different control in their own zone. Problem would be to only draw the correct portion in the control emplacement afterward.