It took me a while to like cotton. Then I discovered I was using too much, even though I thought I was using only a little. Seriously, cotton doesn't take much at all. I use sterile cotton balls or cotton yarn (easier to work with). Wal-mart sells Peaches and Cream cotton yarn, Hobby Lobby has Sugar and Cream cotton yarn. Buy Ecru color if you go that route. I boil my yarn, it dries quickly. I change out the yarn when the taste of the vape gets murky or funky tasting (depending on the kind of juice you use, that could be a few days to a week). Gently pull out yarn, dry burn coil, blow off ashy gunk, rinse if desired, thread cotton (or yarn) through.
I generally do a build on a 5/64 drill bit. A full strand of yarn will go through pretty easily, I choose to use 3 of the 4 threads that make up one strand of yarn... hope that made sense. Twist one end to tighten it up to thread through the coil a bit easier.