I use YLI glazed cotton hand quilting thread. Love it! It easily pulls through fabric without having to add any kind of extra coating to it and, for me at least, never tangles up. It's a 40wt, 3 ply, 100% cotton thread, made in America and it comes in 26 colors.
http://www.roserushbrooke.com/yli-quilting-1000.html