I use a very light gray or light tan thread for piecing. You may also want to consider using serger thread for piecing. This will press much flatter when pressing seams and your work will come out much smoother.
Serger thread is a very thin thread but it is very strong. I've used it on several quilts that get used and washed frequently. None of the seams have split. I also use serger thread for quilting whenever I want more of a shadow of quilting.