Hi JoAnn,
Yes, good thread makes a difference! I stick to Gutterman and Metler. When we repair sewing machines, we "sew-off" the machines. If we can't get a good stitch with the thread that's in the machine (Walmart thread, Coats and Clarks {yes, the new stuff}, Tru-Sew, etc), then we switch to Gutterman or Metler, and we can get a good "sew-off."
If you've noticed, you can't get poly/cotton threads much any more. The poly is stronger than cotton, and so the cotton sheds off and impacts into the gears on your sewing machine. So "they," whoever "they" is, have decided it's bad for your machine, and it doesn't get made much any more.