It depends on what you want to portray, and the thicknesses required.
For 1/350 rigging lines, I use nylon quilting thread. There's 2 variaties, clear and smoked. Both take paint and glue well, and you can tension the lines and not worry about sag like you would from sprue.
The other item I use is surgical silk...the stuff they sutures with. I ranges in diameter from .003 to .010, and comes in a variety of colors. In the smaller diameters, it's usually monofilament.
You can also use fly-tying tippet, and 1lb. test fishing line.
Regards,
Jeff Herne
Modelwarships.com