As the other professor (Louis) said, I use many types of threads (tying, rod-winding, sewing, and just about anything else I can get my hands on, including experimenting with floss and fly-line backing at times). All of these have worked out pretty well, and mostly I look for something in the diameter (and color, when possible) that I need. All of the things you mentioned should be fine.
A few years back, I started to do most of my tying with Uni Thread, and I like it a lot. For conventional tying purposes, I liked the way it didn't twist and spin. When I talked to the manufacturer's reps at one of the shows, they told me that it is made of continuous filaments that are not twisted, but bonded in some proprietary way. There may actually be some advantages to using this thread for legs, if the diameter suits the task. Some twisted threads can tend to untwist near the body through hard use, causing the bent legs to cock at odd angles. I usually repair skewed "experienced" flies by twisting the legs back into position and re-coating the leg with thinned Flexament. Uni Thread legs may alleviate this, but I haven't done a careful comparison.
Mostly, I think that the coating and bending process is the secret to making thread legs perform well. Don't get carried away with the initial Flexament coating. It adds a little "springiness" to the legs and helps to prevent fraying and unraveling, but too heavy a coating will stiffen them and detract from their movement. The most important job of the coating is to keep the Zap-A-Gap from wicking into the critical "hinge area" (the inner third of the leg next to the body) when the leg is bent and set in position. You can actually coat the heck out of the legs to build up areas for shape or to repair them, as long as the coating in the hinge area remains thin.
When I first started experimenting with heavier thread legs and the doubled knotted thread legs, I worried that they would be too stiff. Indeed, some of them did seem to be at first. To my delight, however, I discovered that when they were fished they became amazingly soft and flexible. Apparently, water wicks into the core of the coated thread to create this effect. The thread I usually use for heavier legs is the C&C Button and Carpet thread. This may be the same thread that Louis refers to, because my spools are quite old. I only tie for my personal use, and the spools (and the flies) seem to last forever.
I have always been pleased with how well the Zap-A-Gap bending process works. A few tiers bend thread legs with a hot needle. I have tried this, and it works well if the needle is the right temperature (I fried a few finished flies before I got the knack). The legs have to be coated afterward and it seems a bit more tedious for me; but I may just be more practiced with my own techniques.
By the way--if you don't mind me asking--is the "Professor" handle a reference to teaching, or to the old classic fly pattern, or is it intentional double entendre?