To reiterate what I've taught and been taught, when you are binding books you generally need a thread that will not stretch or break apart when you pull on it. Traditionally, linen thread is used for its strength and ability to swell and shrink with humidity. Most commonly, it is found in a natural color.
I've tea-dyed it, and you could dye it with commercial dyes as well. I save used spools to wind up linen thread I've dyed.
Waxed linen, or pulling the linen thread through some beeswax, lubricates the thread to avoid abrasion as the thread goes through the sewing holes over and over again. The wax also helps to keep the knot together, particularly if you press it down. I get waxed linen from The Caning Shop here in Berkeley, but they do have an online store.
Recently, I found that cotton sashiko thread is a nice weight and does not stretch or break when pulled. It is good when you want a colorful thread but do not want the waxed linen. It seems to hold the knot.
This particular brand, Daruma, 20/4 weight, is a tight 4-ply, quite sturdy, and about the same thickness as 2-3 strands of the 6-strand DMC embroidery thread (the latter is a more common thread, but those single strands don't seem to be as sturdy). 40 meters came on a card. (I found more about thread weights at this site.) I'm using "abyssal blue" it in my next book, Raven.
You can also buy packs of white cotton sashiko thread, which can be dyed successfully, too. Other brands are Yokota and Olympus. As an experiment, I dyed one with sun-sensitive dye for a variegated thread, for the other I used a generic commercial dye.
Rapunzel's sashiko braid. : )
I order my Daruma sashiko thread from KimonoMomo, and only recently started using that particular brand in my quilts, beginning with "Don't Look Behind You." With the variety of colors and dyeing possibilities I think sashiko thread is promising for bookwork as well.
L to R: 209 / 216 / 214 / 204 / 219
cherry blossom / abyssal blue / fox orange / honey / jet black