You can get special sashiko thread (I always get the off-white color although it does come in other colors) and a sashiko needle from a craft store like Purl Soho or Fancy Tiger Crafts.
A really great book to learn about the history of sashiko and to stitch the designs is The Ultimate Sashiko Sourcebook by Susan Briscoe. The book includes a pattern library with little samples of lots of stitches and then the diagram for how to stitch it yourself.
Below is a sashiko stitch with a threaded strand. The light yellow pluses and dashes are stitched first, then the light blue thread is woven in and out.
I took a workshop with textile artist Aaron Sanders Head and learned his technique for geometric hand stitching. It is similar in spirit to the threaded sashiko sititches like the sample I made above.
I have enjoyed creating some projects with geometric stitching because it is fun to see the patterns appear as you stitch. I think the designs are very beautiful and I love the tactile nature of the finished pattern.