I use either beading wire/needles or thinner quilting needles, depending on the fabrics I'm using. I buy actual beading threads from
www.firemountain.com and if I'm in a pinch or can't afford extra threads at the time, I use sewers wax and wax my regular threads. Many people don't like doing this though...if you don't have the right tensions, it
can shred.
I also
always knot after every three beads, this way, if you bust a seam or snag something, you will always only loose those three beads, not an entire row of them.