Most of my machines aren't happy with polyester threads and I much prefer using cotton threads. Cotton threads don't melt when you press your quilt block pieces. Matching thread to fabric content seems to make for a better end product. Some polyester threads are just nasty and very linty. I've been quilting since 1988 and have learned lots about thread from personal experience.
If you're worried about cost of thread, think of how much the fabric you bought to make your quilt cost.
Essentials thread from Connecting Threads is good and doesn't cost much.
http://www.connectingthreads.com/thr...did=HomeThread:600902