I would recommend not using yarn. After tying many of my first quilts, I found the yarn ravelled, shredded, sometimes melted and eventually pulled and sometimes ripped the quilt in the process. As a result, I won't tie anything now. My friend has had good luck using crochet cotton or floss. It doesn't make as large a hole going through your fabric and doesn't pull on your quilt the same way as the yarn. I find it is just as fast for me to machine quilt a quilt than to take all the time to tie it. If you want the tied look, I'd still put in a few lines of machine quilting just to stabilize everything so your quilt will stand up after many washings.