When I first got my serger, I bought some serger thread from Wally world. Glad it was only one cone as it was so poor--irregular thickness and shed just looking at it. I use the poly Maxilock when piecing.
I do a lot of small work and have found a finer thread gives less bulk when sewing 1" or less pieces.
Coats has a good machine quilting mercerized Egyptian cotton on a 1200 yd core that I like to use as well. Egyptian cotton and Pima cotton are what's called long staple cottons and have longer fibers to make threads. The longer the fibers the stronger the thread and the less lint. Polyester threads are made from oil.