if i don't want to hide the pattern with yarn, i use knit cro sheen(comes on a large spool in quite a few colors and normally used to crochet). i have used it to make a large running stitch (1/2" long) or for tying.
i prefer sports yarn or a baby yarn to the thick 4 ply stuff! it lays flat and out of the way better. it also pulls thru easier & doesn't make such a large hole in the fabric, and you can use a smaller needle. much easier to work with.
remember if you use wool that you need to wash it in cold water and air dry.