It definitely depends on what you are using the thread for and linty thread does require more cleaning. I had to take mine to the doctor because it had managed to pull a fuzz ball up into the tension disks and I couldn't get it out.
My only advice would be use what you've got (unless you got it at a Dollar Store--throw that away now!) but if your machine starts acting up and the thread looks ok and doesn't easily break when you pull on it, try a size larger needle and then try a different thread. You'll know quickly if your machine doesn't like a certain brand.
My Singer hates the thin poly threads. It will throw an absolute hissy fit and it likes to eat the pretty rayons which are only good for embroidery anyway. Not strong enough for seams or quilting.