LOL - my Bernina dealer suggests I use a particular brand of polyester thread...which they sell.
Aurifil is great thread, and yes, those $10 spools last a really long time. I use it for machine piecing. I think so long as you stay away from really cheap thread you'll be fine.
I went to a talk given by the owner of Superior Thread. He said it was ironic that quilters who spent a lot of money on high end machines seemed to balk at paying extra for good thread.
Janet