I always use Dacron polyester. That's what's been on my real boat since the lates 70's, that's what goes on my sailing models.
I buy thread from someplace like Sailrite, which comes in colors. I like "oyster" (lite gray) for running rigging, and charcoal for standing rigging, even for servicing (wrapping). I use a rope-walk to make larger rope from the threads.
I also use "hard nylon" 3-stranded stuff in appropriate diameters that I get via Amazon. "Hard nylon" is a tighter-twisted cord than that soft-stuff that unravels into fluff in your hand. I used to buy it as "mason's string" but now they call the other stuff that too.I know some people that love that braided cord meant for window blinds, which can be had on Amazon as well.