You don't say which lines you are using Dyneema for. I use AmSteel for main and jib halyard (with a double-braided Polyester rope spliced in as a tail) and also to replace the wire on the trailer winch. I also have two soft shackles made from that material.
For the sheets I use rope that runs freely and is grippy at the same time, so bare Dyneema (such as AmSteel) is out. Some lines may have a Dyneema core; I believe that's the case for my reefline and outhaul which are also ridiculously thin compared to their strength.
With modern rope, all lines on your boat could look like twine and still be up to it. However, anything that you need to hold in your hand, or adjust frequently needs to be grippy and have enough diameter to hold onto. For the halyards, having a tail that cleats well, is also an advantage.
The halyard construction I used is discussed
here, which is part of the thread in which I collect all the information of what rope I use on my boat (see "
Rope for various lines").