Jan's Netcraft has a decent selection.

I hate to admit sometimes, but I do shop wally's wonderful world of junk as well. Sometimes you do get some winners, sometimes not. Found some glow thread there I like that stays bright for a long time. It's regular sew thread and breaks with too tight a wrap but stays together ok. The way I see it, just glue the heck out of anything and it seems to hold for a few fish! :D lol