ns,
I use stretched sprue for antenna wires and rigging. As in most modelling techniques, there are advantages and disadvantages. It's true - sprue is fragile, and you should stretch it in a well ventilated area. The advantages... I like it because I can make it in just about any thickness. certainly much finer than any thread that I have seen. I think it's easy once you get the hang of it. I also use thicker stretched sprue to make pins to repair/re-attach landing gear or props that break.
As you mentioned about thread - you can just stretch sprue between two points, glue, and cut off the excess. Another advantage of streched sprue is that it can be carefully tightened with the applicatioin of gentle heat. VERY gentle heat.
I recently read a post where someone used hair for rigging. My hair's too short to make an antennae wire on a 144 scale fighter, but I could probably pluck one from my wife or daughter's head if I sneak up on 'em.[:0]