I used the following with varying degrees of success:
Presencia (as recommended by Angie). Good.
Sylko mercerised cotton 50wt.
Aurifil 50/2 thread. Good.
Madeira Polyneon #40 thread. Very nice result.
Invisafil #100 was quite good.
Madeira machine embroidery thread was OK.
Bottom Line #60 wt was OK.