To give you an idea of the fineness of my scarves, the yarns I use are “lace weight”, which for knitting wool is size 0. The yarns can be wrapped around a ruler, side-to-side without overlapping, approximately 40 times in 1 inch, see here.
Most of my scarves are made with “Zephyr Wool-Silk” made by Jagger Spun. This is a wonderful 2/18 lace weight blend of 50% Chinese tussah silk and 50% merino wool. Jagger Brothers have been in the yarn business since 1898, – 1898 is not a typo! In addition to the yarn’s exceptional quality, there is a superb selection of 50 colours to choose from. These colours can be viewed here. (Please note that different computer monitors and printers will show variance in colours.) Silk-Merino is soft, lustrous and unmistakably luxurious. It is advised to use dry-clean.
If you prefer to not have the sheen of silk, Jagger Spun also manufactures 2/18 “superfine” 100% merino wool, see here, available in 48 colours, which makes a hand-washable, soft, light-weight, and very attractive scarf. “Superfine” wool is made from high quality fibre.
For sheer lustrous luxury, why not choose 100% silk? I use 20/2 Kiku yarn which is a 100% Spun Bombyx mulberry silk from Treenway Silks. These silks are available ready-dyed in a variable selection of their colours, see here. They can also be special ordered in any of Treenway’s 109 hand-dyed colours, see here, or 16 natural-dye colours, see here. This silk can be hand washed .
If you would like a thicker scarf or shawl there are many more quality yarns of (1) super fine, (2) sport, (3) light worsted, (4) worsted, and (5) chunky weight that I can recommend. (The number in parenthesis is the knitting wool designation.) You may have a particular yarn in mind, such as alpaca or cotton. We can discuss suitable yarns for your project with no feeling of obligation.