I've use connecting threads for piecing and maching quilting - it's very nice thread.
Thread for "hand quilting" is specially treated so that it doesn't tangle and such and its stiffer - definitely don't put this in your machine!
We had a speaker at our guild this month who is a 'Certified Thread Educator' - wow, it was a really interesting presentation! She had 'stitch outs' of all kinds of different types and weights so you could see the different effects. She does sell Superior Threads, and their website has a lot of good information about thread ...
http://www.superiorthreads.com - check out the 'Education' section. <note: I have no affiliation with Superior Threads, just enjoyed reading their information!>