I always use the "hand quilting" thread (I believe it's by Coats and Clark); it has a special 'coating' already on it, to help with not tangling and knotting - not unlike pulling it trough "Thread Haven" or "beeswax"; it just eliminates that step. And I cut a terrifically long piece of thread when I sew! (I just hate having to knot, rethread, hide the knot, etc.!!)

It does work quite well; I have it in all the colors!!