I have tried several different brands of thread and have had the best results with Madeira rayon threads. Also, It is the thread called for by Embroidery Library (emblibrary.com). I have been buying my thread online from allstitch.net. I buy the 1100 yd mini snap cones for $3.45 (price as of about a month ago). I've been choosing 10-20 colors at a time to place an order. Their shipping is reasonable.