I have tied off with embroidery floss and used 3 strands. I have also used perl cotton. When I tie I actually take a single stitch before tying the knot. I like embroidery floss because you can use more then one color, like a strand of black and two of orange and it really adds a nice effect that I thought gave a little more interest then one color. But one color looks good too. Sounds like your quilt may have a lot of visual interest already so you may not wish to detract from that with your ties.