i felt like I had been doing everything wrong before I Started using the copper rivets. Looking back on some of my first projects that I used the little flimsy Tandy rivets, I truly don't know if they are still holding up. The copper rivets do cost a little more, but they add structural integrity to any project, and that is a great selling point for a lot of people.
As far as heavy duty thread goes, you can check out http://weaverleather.com/default.aspx
I am sure there are many different suppliers of good thread but Weaver has a great selection.
Also, check this link http://www.tippmannindustrial.com/needleandthread.php for helpful info on thread sizes and needle sizes.