when you say silk, do you mean real silk, or any embroidery thread? I'm sorry if that sounds like a stupid question, but I know that mnay people call stranded cottons "silks" -- in fact I often did so myself until I became a silk nut

. So if you mean stranded cotton, then the link Rose gave is just what you need. If you want to stitch in pure silk, it's never going to be cheap, but there are less and more expensive options.
Less expensive and lovely sheen: Eterna silk. disadvantage -- can be a bit tricky to work with.
Less expensive and slightly less sheen but easy to work with: Madeira silk.
Not too expensive and very nice to work with: Carrie's Threads or Vikki Clayton silks.
Lovely silks but expensive: Au Ver a Soie Soie d'Alger (soft, subtle sheen) or Soie de Paris (twisted, textured sheen); Caron Soie Cristale; Rainbow Gallery Splendor
There are lots more, do ask if you want to know a bit more
