You can use most types of thread for counted cross-stitch embroidery projects. Six-ply cotton embroidery floss comes in the widest range of colors, including variegated colors. It separates easily into single or multiple plies for stitching.
When you want to use a different fabric, experiment on a scrap of the fabric until you achieve the desired effect. A larger number of plies will result in a rich or heavy embroidered piece; a smaller number will create a lightweight or fragile texture.
Rayon and silk flosses are very similar in weight to six-ply cotton embroidery floss but have a greater sheen. Either can be interchanged with cotton floss, one ply for one ply, but because rayon and silk have a "slicker" texture, they're slightly more difficult to use.
You'll find pearl cotton in four sizes: #3, #5, #8, and #12 (#3 is thick; #12 is thin). Pearl cotton has an obvious twist and a high sheen.
Flower thread is a 100 percent cotton, matte-finish thread. Substitute a single strand of flower thread for two plies of cotton floss. Another popular product is overdyed thread. Most of the threads have an irregular, variegated, "one-of-a-kind" appearance. Cotton floss, silk floss, flower thread, and pearl-cotton threads are available in this form. They produce a soft, shaded appearance without changing thread colors.
Specialty threads add a distinctive look to cross-stitch work. They range in weight from hair-fine blending filament, usually used with floss, to 1/8-inch-wide ribbon. Specialty threads include metallic threads, richly colored and textured threads, and fun-to-stitch, glow-in-the-dark threads.
Use wool yarn for cross-stitch as well as needlepoint or crewel embroidery. Use one or two plies of three-ply Persian yarn, and select even-weave fabrics with fewer threads per inch when working cross-stitches in wool yarn.
Ribbon -- silk, rayon, and polyester -- provides an interesting texture for cross-stitching, especially in combination with flower-shaped embroidery stitches. Look for straight-grain and bias-cut ribbons in solid and variegated colors and in widths ranging from 1/16 to 1-1/2 inches.