it is your choice, especially if you want a different color for the backing than the top; it also depends on your machine, sometimes the machine just behaves better when the threads are the same, sometimes it doesn't seem to matter. i would put together a small practice piece, sandwiched and try it out with the same and with different threads so you can see how they are going to interact. (be sure and try the threads you want to use to see if they will work.