You can use embroidery thread, just just have to play around and adjust the tension as Lyn-j says. Infact you can put wool through, although I've not tried it. It could work out expensive though, as loopers use a lot of thread.
Another option is to use more than one thread in each looper again have to play around with tension. The main problem might be that because the thread isn't twisted together don't know what it would look like on the fabric.