When I attended Curt Nordrum's foam bug seminar a few months back I noticed he used a thread that was not available at my local fly shop. Curt uses a thread called Dual Duty that is available at local fabric shops. The stuff is bulletproof and much cheaper than Uni or something stronger like Gel Spun!
Nothing worse than spinning deer hair or attaching foam to a hook and having the thread break. This thread will not break. Curt says it soaks up head cement and glues much better than many standard fly tying threads.
One last thing....Curt swears by 3 colors...orange, gray and olive. I made the switch to Dual Duty and my flies are much more durable.
Try Joann's if you have a store locally or here is a link.