Some excellent points already made. Centrifugal looks good. Invisible is also good. Loops give you, I think, more freedom of use but you also have more restriction on movement while using them. Any of these are good starting points, so just pick one and go with it for a while until you get used to working with the thread.
Two things to note: IT is fragile. It will break. It's not a matter of if, it's a matter of when. It's going to be frustrating and you will be fishing the thread out of the reel or switching to backup loops. Just accept that. The more you work with it, the better you'll be at not breaking the thread, but you will always break it on occasion.
The other thing is kind of two points in its own. You need to work on this in ways you may not have worked before. Lighting becomes really important. The way you move becomes really important. People who have put a lot of work into the Zombie Ball will understand this. You want to move your body and/or the thread in ways that makes it seem like you can't be attached. If you move like you'll pulling something on a string, it will be clearly obvious.
Good luck.