I took Barb's advice and bought some Dual Duty XP thread at Joann's - it was $1.79 for a 125 yard spool (they had a 50% off sale so I bought 4, my total was $3.56). I have been using this stuff for a couple of hours on a kilt and it is so much better than the cotton covered polyester that I was using.

Thanks Barb!