In the last 10 years, I have become a fan of incorporating embroidery into my quilts, but I am not a fan of embroidery floss. I prefer perle cotton #8. I have used DMC, Anchor, and Valdani brands. The perle cotton is more expensive than embroidery floss, but you do not have to do any separating of strands and it tangles far less.
The perle cotton adds a little more dimension and texture than embroidery floss. I also back my fabric with Warm and Natural batting and embroider through the batting and fabric.
By stitching through the batting, my knots are not seen through the fabric and it is easier to hold onto while embroidering.
I also use perle cotton for quilting. It gives a primitive look which means larger stitches are ok. The above picture shows how it looks on the front of the quilt and the picture below shows the back.
Now that Joann's is open in my town, they carry basic colors of DMC perle cotton #8 balls including ecru, black, red, and navy. I usually order more colors from Joann's on-line when the perle cotton balls are on sale half price.
I have quite the rainbow collection of perle cotton stored in Mason jars and displayed on narrow picture shelves in my sewing room, it is functional and colorful.