Carmenwarehouse.com sells the Aurfil thread at a discount. They do not always carry a large selection of colors but I usually buy three or four different neutrals so the selection doesn't bother me. If I need a color the longarm I do end up paying the $10.00.
I love the Aurifil thread, no bulk to the seams, and alot goes on the bobbin as it so thin.
No, I do not think it is to thin to piece with as I have been pieceing with it for about 8 years, since I took a class from Kathy Sanback (sp).