I'd have suggested the local Home Depot. Check out the feel yourself. Some of the softest cordage I've encountered is polyester... also some of the harshest. It all depends on how fine the individual fibers are... and you can get it in a number of colors.

Or... if you want something with a clip and/or a nice monkey's knot at one end, both equestrian shops and ships chandlers are nice. I prefer the equestrian shops because you can pick from a nice selection of whips, crops, spurs, and bits as well.