It depends on the look you are going for and on the recipient. Some people like embroidery floss or crochet cotton or yarn etc. Make sure whatever you decide on is colourfast. If the recipient is a small child keep the string/thread ends short so they don't cause a choking hazard (if they come off) or a circulation problem if wound around a tiny finger or toe. Some people like to use the zig zag tacking feature on the sewing machine.
Recently someone posted on QB a tied prayer quilt where the ties are left long and a person ties a knot when they visit and say a prayer. Some people leave them longer for Alzheimer (sp) lap quilts so they have something to keep their hands busy. Good luck on your project!