Any embroidery thread you use for embroidering should be 40 wt., that will give you the best result.
That said, embroidery thread comes in 100% polyester, or rayon or metallic. I wouldn't recommend rayon or metallic for quilting, but the 100% polyester is fine. Embroidery thread has a sheen to it so when you stitch out the designs you get a nice, vibrant result. It's more expensive than regular thread because of the sheen.
If the "certain ones" are polyester, use them. They should work great!
P.S. If you use metallic thread for embroidering, be sure you use a metallic needle.