For me it depends on the look I want. For small involved pieces I use thread and a whip stitch as I don't want all that blanket stitch (12 perle cotton) being so noticeable. Whimsical things usually get blanket, sometimes matching, sometimes not. Search images of wool appliqué online and you will quickly see what you prefer. I do hope you enjoy it. It goes really quickly since no raw edges to turn.