The nylon ones generally more robust than thread made ones. There is little or no give in a thread one but having said that some people like that. Thread ones are more easily damaged & can be prone to mildew. Thread has a tendency to be stiffer than nylon & regardless of colour is opaque & when woven into a leader this opacity can become a disadvantage is some circumstances What I do is use my nylon ones for general fishing, I use thread ones for dry fly.
I think but can not prove that they are best suited for this application. I get all my nylon ones from the States.
http://www.blueskyfly.com/
A fine company to deal with.
Tight Lines