Just to echo the great advice about giving your dyes and finish enough time to dry. Do not rush it!
On the projects I've worked on I give the dye and/or resolene at least 24 hours to dry between coats.
I can report no dye rub off or gummy resolene finishes so far!
There is no place I know of in NYC but if you are ever in Mineola there is
http://www.onestopcandle.com/Merchant2/merchant.mvc?Screen=CTGY&Category_Code=LWS
I'm of the "use it and let it age naturally" school too.
Steve McQueen's jackets didn't look the way they did because he sat around with sandpaper and steel wool scrubbing his outfit!
As a total noob at hand-stitching my work benefits from not seeing those sloppy stitches!
I agree contrasting thread looks good and I'd hope to one day incorporate it into my projects.
SouthernCross, I've not made a holster and only used their #207 & 277 which appears thin for one.
Seems like you'd need one of their larger options.
Maybe someone who has used their larger threads will reply.
I grew to hate the Tandy thread. Currently I am using and enjoy using this-
http://www.thethreadexchange.com/miva/merchant.mvc?Screen=CTGY&Store_Code=TTE&Category_Code=waxed-thread