I do the same thing. I have been using a large cone of thread for 6 months, I thought it would last my life time, but it is nearly half gone! I prewind 8 bobbins, when those are empty I do it again. At next year's Paducah show I am planning on adding several more cones to my collection.
The current color is medium gray, I will add black and tan. I guess I might as well add a white one as well.