It basically boils down to what level of control you want over your parallelization. OpenMP is great if all you want to do is add a few #pragma statements and have a parallel version of your code quite quickly. If you want to do really interesting things with MIMD coding or complex queueing, you can still do all this with OpenMP, but it is probably a lot more straightforward to use threading in that case. OpenMP also has similar advantages in portability in that a lot of compilers for different platforms support it now, as with pthreads.
So you're absolutely correct - if you need fine-tuned control over your parallelization, use pthreads. If you want to parallelize with as little work as possible, use OpenMP.
Whichever way you decide to go, good luck!