When designing crochet jewelry, I am partial to thin yarn/thread because the finer the thread, the more delicate the finished piece of jewelry. I used crochet thread for years, but one day tried embroidery thread (also called embroidery floss) and was instantly hooked.
If you live in the US, embroidery thread is found in craft stores in the sewing/embroidery section. It comes in a mind-boggling array of beautiful colors. Often time the store will have row upon row of this stuff. And .. it is extremely inexpensive.
For those who may be confused on embroidery thread vs. crochet thread for knitting or crochet, the important thing to remember is that crochet thread and embroidery thread run on different sizing systems. Both are mostly 100% cotton. Here are the nearest equivalents:
* #5 pearl/perle cotton is a little thicker than #10 crochet thread, but is suitable for most #10 cotton patterns.
* #8 pearl/perle cotton is about the same as #20 crochet thread.
* #12 pearl/perle cotton is about the same as #40 crochet thread.