I've been using a BeadSmith Thread Zap II for a few months now and generally always burn the end of my threads.  This thing goes through batteries like crazy!  It uses a single AA battery and once voltage drops to about 1.35 or so, it just stops burning thread properly.  A fresh battery always works incredibly well. What do you folks use for thread burning?  A lighter just doesn't give the precise touch for burning threads but is great for the ends of webbing, etc. I have an old Weller