Generally, "that" is used to specify a specific subset of the set under discussion, and "which" just adds some extra information about the whole set in general. E.g.
My car that is blue in color runs very fast.
I have many cars. That one which is blue in color runs very fast.
My cat, which is black in color, jumped outside the window.
I have only one cat. It jumped outside the window.
However, I am unable to decide whether "those things which" or "those things that" is appropriate in the following:
Those things which I need are nowhere to be found.
Those things that I brought were very costly.
By the way, are commas needed here before "which" and after "I"?