I've experimented with several types of normal sewing thread, and found some good and some bad. I've tried Sulky nylon and had mixed results. It really tends to get splotchy, and I think it is due to the thinner diameter. However, Sulky metallics are awesome. They are easier to work with than the Gudebrod HT metallics, and they look great.
The only thing that I would say to beware of, is any sewing thread that has silicone in it to help lubricate during sewing. That is very bad news for finish. If you aren't sure, test your thread out on some dowels. It beats cutting a bunch of fisheyes off of your rod and starting over.