For easier needle threading, cut the end of the thread at a slant.

When you're threading multiple strands of thread or thicker threads, examine each side of the needle's eye to determine which is bigger (yes, there is a difference!) and guide the thread through that side of the needle.

When having trouble threading a needle using crewel wool or any thicker thread, think of "threading the needle" to the wool.  Wrap the yarn around the eye of the needle, pinch firmly.   Remove the needle but do not loosen the pinch.  Now, while the yarn is still between thumb and forefinger - don't open fingers to peak - pass the needle's eye right toward the yarn.  Nine times out of ten it works the first time.

You can also pinch multiple strands of floss or thicker thread between your thumb and finger (without first wrapping it around the needle) if the needle's eye is long enough, then slide the needle between your thumb and finger and onto the thread.

If you have difficulty threading a needle, try cutting a piece of paper into a rectangle, the width to be no wider than the eye of the needle.  Fold the paper in half, put the end of the yarn inside the fold and slip the folded end through the eye of the needle.

Added 1/29/99
When hand quilting on a quilt, thread up an entire package of needles at one time right on the spool.  When you run out of thread on one needle, you can cut the next thread to the desired length by pulling the thread off the spool for one needle while pushing the remaining needles back towards the spool.  This really saves time on a large quilting project. 
From Kathy F.