You should use a fine thread and a smaller needle around a 70 or less if you can find one that small. Your seams should be french seam. double check the measurements for the finish sleeve and you might want to add some more ease if they measure close to what you need. I usually lenghten the seam lenght a little also.

Ah, I had forgotten about French seams! It's actually been a while since I did any serious sewing, and years since I made a French seam, so I looked it up to refresh my memory. Several places said that it is, at best, difficult on curved areas such as sleeves, and at worst, unsuitable. Any tips on making the curves nice and neat? It's a bolero jacket, so just side seams, shoulders and sleeves.

Another related question: if I do French seams on the sheer, should I do the same on the lining, for the appearance? The fabric is dark green, so there is very little visibility through it.

take a look at men's dress shirts, the cotton kind. See how they did the seam at the shoulder. It is sort of opposite on the french seam...I think it is called a mock french seam. You could also set in the sleeves and then trim close to the seam and make a bias tape out of the sheer fabric and encase the raw edges in it.

Is the seam in men's shirts called flat felled? Or something similar to it. I don't think I want to try that here, because it has a sort of top stitched look, and this is very formal. But the bias tape is also a good idea, if I have enough fabric.