OK, I either have a super machine or I am too dumb to tell the difference. I never notice any difference in my stitches no matter what thread I use, yes, I have to adjust my tension or change my needle type or size sometimes, but once I have the optimum setting, all threads give the same stitches in my eyes. My personal preference is to use cotton for piecing, and yes, some brands are a little lintier than others, but I clean my machine very often and give her her annual check up and cleaning, haven't had any problems with thread breaking or anything like that. I tend to buy Guterman when it is on sale, I LOVE connecting thread, I have used some C&C with no problems, Mettler, Superior and Sulky are other brands I used.
When I bought my machine, the lady at the Quilt Shop said, make sure to use good quality thread, I asked her which ones? She said any that me and my machine like, and make sure I don't use old thread spools and store thread covered...so far, no problems at all.
And BTW, another quilt shop owner told me one time (we were discussing threads) that a thread specialist (who is not affiliated with C&C) told her that Ralph Lauren (or some other big name) use C&C thread in their suits. Then she went on to tell me (jokingly) that of course since she doesn't sell C&C, she can't recommend it and she had to recommend Mettler.
Sorry for the long post (guess I am chatty this morning), LOL, point is: try out different threads and see which one/s you and your machine like best. IMHO.