Summarize:

Since some clear vinyls are thick, use a very sharp needle that can cut through the material. Use a leather needle size 14 or a universal needle in 16 or 18. These won't bend when you sew through the vinyl. If you can't find needles for leather, you can also choose needles made for denim. If you're making something that will be stored outside, use a bonded nylon thread because it's weatherproof. For most other projects, you can use a standard polyester thread. For an eye-catching project, consider using several different colors of thread. To prevent the stitches from pulling and tearing the clear vinyl, adjust your machine to make stitches that are at least 3.0 mm or longer. This will make stronger seams that those made with shorter stitches. The stitches should be at least 2.5 mm wide.
Pick a sharp size 14, 16, or 18 needle. Choose a polyester thread in your choice of color. Adjust stitches to 3.0 mm or longer.