You can purchase many types of sewing thread.
[url=http://www.nationalthread.com/:0bb1a]http://www.nationalthread.com/[/url:0bb1a]
[url=http://www.teonline.com/fibers-yarns-threads/nylon-thread.html:0bb1a]http://www.teonline.com/fibers-yarns-threads/nylon-thread.html[/url:0bb1a]

I am certain some of the examples above are equivalent to fly tying thread and would be suitable.

Regards,
FK