Over the years I've used micro balloons (brown and white) cotton flocking, ground glass, and Cabosil for thickening my resin,(polyester, and epoxy). My preference for most "mud" filling applications is Cabosil. My experience with cotton is that it's harder to smooth out when wet, and harder to sand, but excellent for structural applications, such as fillets behind firewalls, and landing gear blocks.
Don Stegall sells starter kits with different kinds of fillers in small quantities. He has posted on this site before, as well as the NMPRA site. Don has also done some videos on the different fillers, and their applications.