Your dealer can give you some ideas. I use Mettler (that is what my Pfaff dealer sells) but I am sure there are many others out there. I saw some interesting looking thread at
http://www.connectingthreads.com/Quilting.cfm that I wanted to look into.
I really think your thread choice also will depend on application. I wouldn't use rayon or silk for piecing but it is pretty on embroidery, etc. But I'm far from expert at this. I hope you find an answer. I'll be following along looking for answers as well.