I use a "topstitch" needle - recommended by my quilt shop clerk. It is designed to hold two threads so I have a better chance of getting the thing threaded! I was using universal needles before that.
http://www.google.com/products/catal...d=0CDcQ8wIwAQ#
I used to get them at Wal-mart, but they haven't had them lately. Now get them at Joanns.
The link shows a size 16 needle. I get a size 12.