I use only bobbin thread in my bobbin for piecing and quilting. The thinner the better. I buy bobbin thread at many online sites:
http://www.bobbincentral.com/
http://www.tristan.bc.ca/page1.html (best price for Aurifil thread I have found)
http://www.redrockthreads.com/
If you like Robison Anton Finishing Touch bobbin thread, the best price is here:
http://www.shoppersrule.com/pc/SP-75...al2/index.html
I bought a 10,000 yd cone for $10.