The Mettler or Gutermann thread mentioned by LED sounds like good stuff.

One other thing that works well as thread, waxed dental floss. Not the newer stuff that is a thin film like Glide, but the older style that is like thread. We used to the buttons on uniform coats with it, after whcih the buttons did not come off.

I like the kit in climberstacker's first post, but it does seem pricey. You can get probably more of this stuff for less money in Walmart.