I also use semi-precious stones and larger glass beads in my work. I keep them sorted in the types of boxes meant to hold cards of embroidery threads.
After much experimentation, I settled on Silamide bead thread as my favorite. It's nylon, very sturdy, and doesn't kink or shred. I use it doubled, and bury my knots on the backside of the work, but don't bother to try to hide the stitching. I don't need a lot of colors, as I am mostly trying to match the value of the background fabric. I generally use English #10 applique needles, they are sturdy enough to go through the layers of cloth and batting without bending, but still slender enough to fit through the beads. The scissors are Prisms from Dr. Slick, made for fly tying, but great for sewing as they are very sharp and have fine tips, for those occasions when I need to un-sew something. Plus they are beautiful and make me happy. I forget which fishing supply site I bought these from, but there's a good picture and description of them here.
That covers the basic "how" of adding beadwork, but to me the more important and interesting part, as with the employment of any technique, is the "why". I use beads to add another layer of texture and interest to a piece, as I did here in "Sycamore", where I was referencing the texture of the tree's bark:
I don't always think that a piece needs or would benefit from beadwork, but once I commit to it, I always feel that the hours and hours of hand work are worthwhile. The beads don't overwhelm the other design elements, but they add a subtle and enticing twinkle when a piece is viewed from a distance, and a lot of satisfying detail when viewed up close.