It depends how you define pretty! Pretty colours? pretty textures? pretty stitching.
The 'good' brands are Coats/Mez/Anchor (brand depends on where in the world you are!), DMC and Madeira. Valdani and Finca are good too, just avoid the cheapies from China if you want quality thread.
Stranded cotton is pretty standard across most brands as is cotton perle size 5 (thick), 8 (med) and 12 (fine). Other threads vary.
Metallics are more difficult to sew with but add a bit of glitz.
For hand dyed threads have a look at
Stef Francis in Devon,
Oliver Twists in Co Durham and for all sorts of threads
Bart & Francis in Belgium. The written English on their website and in emails tends to follow Flemish spelling rules, but I can assure you that Francis Busschaert speaks excellent English.