Back in my day the local telephone company used waxed lacing cable for that sort of thing[1]. These days it seems that polypropylene string is popular (search on "conduit pull string").

You basically want something that is slippery and will tend to not get stuck. I have used Dacron fishing line, but that is mostly because I had a bunch of it laying around.

[1] https://en.wikipedia.org/wiki/Cable_lacing

They also make bottles of cable pulling lubricant for this purpose.

AKA boy butter [0].

0: http://www.electricalslang.com/Slang/boy%20butter

It’s really overpriced. Sex lube and veterinary lube are the same stuff and much cheaper - you can get it powdered and mix your own.

The sell pulling string in the electrical section of the hardware store.

But make sure you don't buy pushing string by mistake!