As the thread is what is going to hold your quilt together, a good thread is a must. I use Madeira Cotona No. 50, which is a 50-wt cotton thread for my piecing. It works beautifully, leaves very little lint, and I can easily get it at my local quilt store. I usually have 3 colors – white, cream or a light grey, and a black. The majority of time, the light grey is what I use, as it blends with most anything.
On my longarm, I use Superior Threads King Tut thread for quilting, both on top and in the bobbin. I love the variety of colors, especially the variegated threads. I will sometimes use Superior Threads The Bottom Line in my bobbin, as that is more cost effective than using the King Tut thread. Just depends on what look I want on the back.
The embroidery machine gets Madeira Rayon No. 40, and the bobbin is the Finishing Touch. I’ve had good luck with both.