I just use whatever I have handy that is the right color range. Most often it is Coats & Clark all purpose. Sometimes it is whatever is in those little multicolor kits from the $ store (keep those handy for travel use). Occasionally it is the cones (either large or small) that I've picked up wherever I spot one in a color I don't have on hand. I'm sure at least some of this is all poly. I've never had a problem with thread melting, although I've had issues with certain scraps shrinking perceptibly when pressing. I'm guessing those scraps were acrylic or possibly polyester.