I have an old idea

Many years ago, I got an idea from my sewing mother. For cable, use sewing thread. It comes in many colors from black to steel-like gray. It also comes heavier or lighter in diameter. Before using, run it across a block of beeswax. It smooths out all the frizziest strands and stiffens it so it hangs like cable. It doesn’t have the springiness that fishing line does that lets it arch against gravity. Beeswax will also make the ends stiffer your thread through small holes.

Candle

Cant remember where, but I saw a video from a modeler and he quickly ran thread over a candle flame to burn off all of the "fuzzies" on the string. 

EZ Line

This is what you want to use, better than ANY thread or waxed product. It elastic cored so it stays taught and has no fuzzies. Incredibly thin so it is scale-like in appearance. It comes in multiple colors.

http://berkshirejunction.com/subdirectory/ez-line/