I have enjoyed using "Invisafil" by WonderFil. It's 100 wt and like sewing with a hair! I use a "neutral" color as its very had to see when used.

With applique it's important to me to match the color for each applique piece. I use 50 weight poly for mine. If I had to use only use a few, I'd go with white, cream, grey, taupe, and black. Those play well with most fabrics.

I use YLI silk in the basic tan (brown) family and 235 is my favorite.