I will say that I think whatever you use should be something you enjoy working with. I use size 5 thread because I actually took some of my embroidery thread which is cotton perle and has softness and lots of sheen and used it to make the doily. It can be a bit more costly but I like trying new things. Special doilies are created with special threads. I have discovered that you can't always get the thread with the qualities you want so I go to other sources such as my embroidery threads. I am making a doily with Cebelia thread wich is really nice to feel and has a sheen but not as much as the embroidery thread.
Creating is a process of you and the materials. So have some fun experimenting! I made this Christmas tree using Cebelia and I am trying to decide whether to leave it alone or add something like a rose to the top of the tree.
http://www.flickr.com/photos/14579997@N05/3610829836/
Thank you for you comments!