It depends somewhat on what type of machine applique you are doing.
If you are doing invisible machine applique, then the best thread will be invisible. I use YLI .003 monofilament nylon, but there are also polyester threads to consider and possibly even silk.
If you are doing satin stitch machine applique, you need to try out several types of thread to see what you like. It's not just the thread that matters in this case; stitch width matters a lot, and whether you want to make one pass or two. Regular and thick threads will fill in faster but, if you want a very narrow satin stitch, you may want to use a fine rayon thread or other fine thread.
If you are doing the type of black blanket stitching where you want the stitches to really show, either double a regular thread or try a thicker-than-usual thread. (To double thread, just take 2 spools and thread them together as if they were one thread, all the way through the needle.)