Different people will tell you different things so be ready for that. I use 100% cotton thread for everything and like Aurifil and Mettler, but they are expensive so I often buy Gutterman on sale at Joanns.
Next time I do a Connecting Threads order, I'm going to buy some of their threads. It's a great deal (1200 yds for $2.49) and the reviews are mixed, but it's worth a shot :)