Sounds like the thread is hand quilting thread- glaced means it has a coating on it. This will definitely cause the problems you are talking about.
There is no one "best" type of thread. Quality thread is important IMHO, Aurafil and Superior Threads are some of the ones I find the best- but there are many good threads and many opinions! I would go to a quilt store and ask for some help selecting the right one for what you want to do. Also the Superior Threads website has tons of information about different types of thread and their uses.