It depends on the look you want. If its purely decorative and you won't be washing it, I use Sulky rayon embroidery thread to give it some sparkle . If I want the quilting to sort of blend in, I use Superior Threads "So Fine". If I want the stitching to stand out, I'll use a heavier 40 wt. thread like King Tut. I particularly like to use a variegated thread. Of course, a regular piecing thread works fine, too.