I have never had much luck with clear thread. I do use the metalic threads. The secret is to use a metalic thread needle. It has a special eye that allows the thread to slide through without shredding.
I have also had a lot of success with couching fancy or heavy threads like glitzy yarn. Just feed the fancy thread by hand where you want it and zig zag over it with whatever color thread seems to show up the least. My Bernina has several special feet that have a tunnel in the bottom that holds the heavier thread or yarn in place while you stitch over it.