Ok, back to your question

. I use Gudebrod, Sulky, Maderia, silk and metallic threads.
Pros and Cons:Gudebrod: # 1 selection for NCP thread.
Con: Expensive for the amount you get. Not as many options as the embroidery threads.
Pro: No CP necessary to avoid fish eye. It can be purchased as an NCP thread. Saves steps.
Maderia (embroidery thread):Cons: Need to CP or varnish the wraps to avoid fish eye, due to the silicon in it. I don't use their metallics, don't seem to hold up well while wrapping. No CP will drastically change some colors.
Pros: Inexpensive. Thread selection is huge. Easy to find at sewing stores.
Sulky (another embroidery thread):Cons: Haven't found any...yet. I don't recall the need to put CP or varnish on the wraps to avoid fish eye...yet. No CP will drastically change some colors. Orange turned to a dark olive.
Pros: Inexpensive. Thread selection is huge. Easy to find at sewing stores.
Silk:Cons: Expensive. More difficult to work with. Doesn't stretch. Need to pack it more often while wrapping. Not as big a selection.
Pros: Creates beautiful translucent wraps when no CP is used. Fuzzies and tag ends can be burned off with an alcohol flame (or any flame that doesn't create soot).
Persall's Gossamer silk extremely fine, difficult to work with. Beautiful very fine low profile wraps. Good for trim wraps. Use it for the majority of my bamboo builds.
Pac Bay:I don't use it, my supplier mainly stocks Gudebrod. What I have used is comparable to Gudebrod. Don't think it is as expensive as Gudebrod.
Metallics:Cons: No matter who makes them they are satan in thread form

. They will come undone the second you turn your back. Secure them well and CP, varnish, or super glue them in place as soon as you finish the wrap.
Pros: They can really complete the rod. With all the colors it is easy to find one that will set off a rod. Saw some candy apple wraps accented with red metallic that looked great.
The embroidery threads don't seem to burnish as well as the Gudebrod or silk. Then there is the evil child, metallic. Try to burnish it too much and it will come loose or the metallic tinsel will separate from its thread.
All this is just personal opinion.
Pete