Dear James,
I swear by "Caenis" thread. This is a very fine thread intended for tying fishing flies on very tiny hooks. It is a polyester monofilament that is 20 denier gauge. It is therefore approx 0.04mm diameter. This is finer than the average human hair and about scale thickness for much of the rigging on a 1/700 scale model. It is remarkably strong, black in colour, and comes on a reel so it is easy to handle. Not least important is the fact that it is dirt cheap. A reel of about 100m will cost you somewhere in the region of $4 in the States.
You can get it from Stockard's flyfishing supplies
www.jsflyfishing.com and I reckon they'll probably be selling more of it to us than they do to anglers.
To glue it I use old fashioned stationer's gum. That is the amber coloured stuff that they used to give us at school for gluing paper. It came in a bottle with a squishy rubber cap that you could spread it with. In the States I believe it is called mucilage. Providing you have a way of holding the rigging taut while the glue is drying and before you cut off the loose ends, the gum is quite strong enough for our purposes and it sets in just a minute or so. You can dilute it with a drop of water so that it can be applied with a fine brush. It dries without any appreciable lumpiness. Most importantly, being water soluble you can just wash it off if you make a mistake.
That's the very basic method that I've developed over the past few years.
Kind regards,
David Griffith