First I was taught to use silk thread and have not been able to use anything else. I have tried a couple different brands but I really like YLI.
My favorite marking tool is a very thin Pigma Pen. It makes a very fine line that I can see! For dark fabrics I use Roxanne's Quilter's Choice in silver and white.
I like Roxanne's glue (you just need a dot of it to hold) and also use a glue stick sometimes. If it is a small piece I use very small applique pins.
My favorite needles are straw needles. I like the extra long length and they come in a very thin size. It was how I was taught and I find it hard to use something smaller. I usually use John James or Bohn brands.
My little snips are a favorite, they are easy to pick up and snip the threads.
Two favorite wild card things are Fray Check along the edge of the background fabric which keeps it from unraveling as you stitch and a toothpick to turn under those stubborn edges.