I did a quilt class at my LQS and made a "Quilt As You Go" Quilt. It turned out pretty darn good (well, I am almost finished, just need to do the borders). But, it was such a pain in the keester!!
It consists of 10 inch blocks each joined by sashing and the top front side edge of the sashing is sewn down using monofilament thread in a small zig zag stitch. It involved a lot of switching back and forth between regular thread and the monofilament thread (as you do things in a certain sequence) so a lot of threading the machine. At first it was just hard to work with thread you can't SEE but mid way through I had a lot of tension problems where the bobbin thread broke (both top side and bobbin are monofilament) but towards the last row I did, the top thread kept breaking as the thread would unspool from the spool then wrap around the thread "peg" and then tighten and snap. The top thread broke 5 times sewing my last set of rows together.
I still have to join the borders to the quilt and will definately be using my decorative thread that I used for the quilting instead of the monofilament to sew down the sashing. The instructor mentioned this as an option in the class and 9 out of 11 people chose to use their regular/decorative thread instead of the monofilament. I felt that if I didn't try it, I wouldn't know if I could do it or not. Now that I have done it, I'm not sure it SHOULD be done. Such a pain!!!
Anyway, I don't see myself working with monofilament thread and completely tip my hat to anyone that is able to. The instructor of our class acted like it was no big deal--she had over 15 gorgeous quilts at the class that she has made and they all used monofilament thread.