OK - Here's a valuable lesson if you have a machine that 'cuts the thread' with a push of the button, as mine (BROTHER Quattro) will. When using monofilament thread, do NOT use the cutter. Instead, raise the presser foot (however that is done), pull work out and cut the thread leaving a plenty long tail coming from the needle. What happens when using the auto cutter is that since monofilament thread is so 'slick', if just slips out when cut to a shorter length as automatic cutting does. Also - don't GRRRR at your auto needle threader if it balks at working with monofilament thread.
That all being said, I use Monofilament ALOT in my creative sewing, especially for free motion quilting and couching as seen in the photo. My favorite brands are are YLI Wonder Thread or Superior Mono-Poly or Transfil by Mettler. . However, on the Mono-Poly and Transfil, , be sure to use these only on vertical spool pins as on a horizontal spool pin, the parallel wind of this thread puts an extra twist in it - NOT a good thing. Hopefully you can see close on this shot of my current new Genesis Plus jacket on a double knit, my free hand machine embroidery and being done: zigzagging over yarn with a zigzag stitch so as to be invisible, making the yarn look like it is floating.
Oh - and monofilament comes smoke and clear. I only use smoke when couching or working on dark fabrics.