I spent $10 on the "As Seen on TV" ones and they are awful! I think they're plastic and dull and won't go thru one layer of fabric! Easy to thread? YES! But so what?! Can't do anything with it! Avoid those!
Instructor on Craftsy starts and ends with itty bitty stitches instead of back stitches. I've been trying that but can't really testify about it yet but she says she's been doing it for years and they don't come out.