I do all of my piecing with Aurifil and buy cones of white, light grey and beige. Spendy but worth it to me. I also use it for quilting on a fair amount of my scrappy donation quilts as I like how it sinks into the fabric and doesn't stand out. For quilts where I want to see color I buy the collections from Connecting Threads when they are on sale. I really like their thread.
My Juki isn't picky about thread so I have bits & bobs of other manufacturers but Aurifil and CT are my go-to threads.