Polyester and Rayon embroidery threads are most commonly used for most embroidery applications.
Rayon thread - comes in a wide range of solid and variegated colors, as well as in a new "twist" thread composed of two or more solid colors twisted together to form a single strand, which adds automatic shading and dimension to flat designs. Most rayon threads are available in a standard 40 wt. and a thicker 30 wt. (in terms of thread sizing, the higher the number, the finer the thread). Some brands are more susceptible to breaking and color-bleeding in hot water, especially dark blue and red.
Polyester thread - Popular and economical for embroidery, polyester thread provides an effect similar to rayon and comes in various colors. It won't shrink, fade, or bleed, so it's great for children's clothes. Rayon thread has a slightly higher sheen than polyester thread. When they're combined in a single design, it's hard to tell the difference. The superior tensile strength of Polyester thread provides fewer thread breaks than Rayon.
Cotton thread - Cotton thread is often overlooked for use in embroidery machines. However, it performs beautifully and has a lovely, soft sheen. It's available in weights up to a very fine 100, which is considered heirloom quality. But finer threads tend to be weaker, so 30- or 50-wt. cotton thread is more appropriate for machine embroidery because it's stronger than the finer threads and provides better coverage.
Silk thread - absorbs dyes more brilliantly than all other fibers, and is truly the aristocrat of specialty threads. It combines the strength (but not abrasiveness) of polyester and the stability of cotton, and sews smoothly without breaking. It has a distinct sheen unmatched by any other thread. Silk threads are available in a wide range of sizes, but the 30 to 50 wts. are the most appropriate for machine embroidery. They are more costly and not as readily available, but well worth considering, especially for embroidering on silk and luxurious fabrics.
Metallic thread - is manufactured with a center core (nylon or rayon) that is wrapped with metal foil or thin strands of metal foil. The Nylon or polyester core has more stretch than the Rayon but is much stronger. A color is then applied by laminating a polyester film to the foil. The strongest metallic threads have a coating of Rice Paper applied over the center core, which bonds the core to the metal foil, and resists the metal from separating from the core. Some applications have the polyester film as an undercoating, instead of a top-coating, so the color is more stable.
Though some metallics (rayon core) are very fragile, shred and break easily, it is worthwhile finding those that are trouble-free to enhance the beauty of your embroidery.
Mylar thread - is very bright and reflective. It is made from layers of film bonded together and slit making a flat strip of thread. The manufacturing process affects the thread quality, just as in metallics. So the width of strip, the number of plies, the raw material, its stretch factor and the surface friction affect your successful use. Mylar is available in a wider range of colors and holographic hues and spectacular luminous highlights.
There are other special-effects thread from wool-like, fluorescent and color-change in daylight which can give some interesting results.
Tensile Strength:
Here's a quick test you can use to evaluate the strength of different embroidery threads: Ask someone's assistance in suspending a piece of thread; using a second piece of the same thread, "saw" back and forth along the first. Note how much abuse the thread takes before breaking.
Elongation:
The amount of stretch a thread has is elongation. It's usually indicated as a percentage representing the amount the thread can be stretched before breaking. Too much elasticity makes a thread "pucker" and distort; too little creates thread breaks. To test elongation, grasp a length of thread in each hand and stretch until it breaks. Look for the optimum elongation levels for the highest quality embroidery thread performance.
Sheen:
The best way to evaluate sheen (the color saturation and luster of a thread) is to examine a finished product. Thread on a cone looks different. Does the design shimmer? Is the color bright and even? Compare sew-outs with different embroidery threads for the best evaluation. High sheen is generally desired, but when you want a no-sheen contrast, use cotton or a similar thread.