I recommend using Isacord. It is used as an embroidery thread but I use it for quilting. It is a polyester thread with beautiful shine. Leah Day also uses it on her work. And its not too terribly expensive. The only thread I would not use for quilting would be rayon. Here is an example:

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Sorry it's so big!

Thanks everyone that replied to my thread..QuiltyReese thanks so much for sending me the pic and also about the Isacord..I have got a heap of information from you and the links from feline fanatic also. I was really stuck..now I feel I can go look at the threads online and at least have some idea of what I would like to use.