I prefer the YLI hand quilting thread and it is the best I have ever used. As already said it is glazed and it is not necessary to use additional beeswax or thread heaven. This thread does not tangle or knot because of the covering.
Another brand I have used is Coats Dual Duty. It's made of a Polyester with a cotton cover and it's also glazed. Both brands are available in most shops here.