I piece with Aurifil (it's low lint).
I machine applique applique with YLI Silk 100 (If I don't want it to show) or Aurifil wool (if I want it to show).
I quilt with whatever thread looks best - mostly King Tut, but I will use silk for a very special quilt.
For the bobbin of my longarm I love Fil-Tec prewound bobbins (they are made with Glide brand polyester thread).
For machine embroidery I usually use Isacord, sometimes use silk, and every now and again I use Oliver Twist.
I thread paint with Sulky.