We always tie our quilts for my church guild with all 6 strands of embroidery floss in square knots. If your squares are 4" you could tie in the middle of each (much easier than trying to knot through the corners where you've got all those seams to go through). But you should check the label on your batting - some say they need to be quilted no more than 2" apart. Otherwise you'll end up with a lumpy quilt when it's washed.