Thanks for the replies.
I found a site that sells thread cheaper than I can buy locally. It is still cheaper even after paying the $3 postage fee. I haven't tried it yet but will let you know when I do.
http://www.redrockthreads.com/superior-thread/?gclid=CLKMn72m_4wCFQ4bYAodWGLu6w[url]
I think I will try the King Tut threads for piecing. Even though it is 40 wt and 3 ply, it doesn't feel too thick to me.
Judy