This was my question a few days ago. In the last year I have made a lot of quilts, some quilted better than others, and I could never figure out why until just recently. I have Mercerized Cotton covered polyester thread (all purpose) and when practicing my stitches, it works great when piecing. But when it came to quilting, (just a regular machine, not a quilting machine) some quilts were fabulous, others frustrated me so much I wanted to throw them out. Yesterday I organized my thread, and did realize that the cotton thread I quilted with was the one that looked the nicest. So then I went to Connecting Threads on the internet, ordered a bunch of cotton thread for quilting, and I'll use my all purpose thread for piecing. I guess it may depend on your machine.